1) The internal media player is pretty old and very buggy and can may give you problems even if there is nothing wrong with the file at all. (some known problems are: 1) the player will continously loop the same few seconds of a file. 2) the player will seem to stall on its audio output while it seems as though it is still playing. 3) the player sometimes has problems with accepting new launches.) the problems are almost endless, and will hopefully be fixed by limewire so we can focus more on fixing our own problems.
2) Because "outside" media players can "on-the-fly" correct problems or just play the file as-is without error-checking*.
*something the WMP is infamous for.