Make sure that .wma isn't being filtered out (tools > options > filters > keywords & check that wma isn't in the list).

If you want to search specifically for wma files, then search for song title - wma or artist - wma or album - wma...you get the idea
Don't get confused between the icon that you see beside music files (just indicates the default player that you're using) & the actual file extension

If you need to make WMP your default again, in LW's library, click on Saved Files then click Explore. Your saved folder will open. Now right click on the video file that you want to play > open with > choose program. Choose WMP from the list & tick the box to always use the selected program to open files of this type > ok.

What you should know about WMA Files