I had a look at the problem you're describing and it seems that it's related to the way Mp3tag opens the file. When Mp3tag opens a file, it sends a message to Windows that states, that the player window should not be activated and the player should be opened in minimised mode.
Unfortunately, WMP interprets this in a very special way and displays no window at all. It's definitely not a bug and I'm not sure how a change of the way Mp3tag opens files for playing would affect usage habits of other users.