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We study whether one can write a Matrix Product Density Operator (MPDO) as the Gibbs state of a quasi-local parent Hamiltonian. We conjecture this is the case for generic MPDO and give supporting evidences. To investigate the locality of the parent Hamiltonian, we take the approach of checking whether the quantum conditional mutual information decays exponentially. The MPDO we consider are constructed from a chain of 1-input/2-output (`Y-shaped') completely-positive maps, i.e., the MPDO have a local purification. We derive an upper bound on the conditional mutual information for bistochastic channels and strictly positive channels and show that it decays exponentially if the correctable algebra of the channel is trivial. We also introduce a conjecture on a quantum data processing inequality that implies the exponential decay of the conditional mutual information for every Y-shaped channel with trivial correctable algebra. We additionally investigate a close but nonequivalent cousin: MPDO measured in a local basis. We provide sufficient conditions for the exponential decay of the conditional mutual information of the measured states and numerically confirm they are generically true for certain random MPDO.