Maybe it's just the codec? :|

You know the windows feature control for most things they just use the codecs and such so you can untick windows media player but leave the Media Features ticked a few things require Windows Media Player ticked I think they embed some element of WMP as as such when its removed they stop working. Its likely that the playback of music here uses something WMP specific.

The error says something like this version of whatever can't playback drm'd music so perhaps they have some protection on the music files and its WMP drm resolver that is being used.

Omg, thanks for posting this here. I re-installed the game like three times already, because I thought this one specific file was missing, making the game crash each time I exit the game's first door.
I (regrettably) re-installed Windows Media Player, but now it's finally working.

It's a very strange problem indeed because until this point every sound was played just fine.