So after some looking into it, I think that something is iffy with the C++ cooking of media players.
When I look into the WmfMediaFactory it declares its name as WmfMedia, which I then force set on the media player:
media_player->DesiredPlayerName = FName("WmfMedia");
When I go to cook that it comes up saying
LogMediaAssets:Error: Could not find desired player WmfMedia for file [...]
which indicates to me that the Media modules aren’t being referenced when cooking from C++ content.
I’ve added ‘Media’ and/or ‘WmfMedia’ to my projects Public/PrivateDependencyModules with no luck.
I’ll implement this in a Blueprint actor for now to get the ball rolling; hopefully we can figure this out eventually 