Hey awalt,
Have you checked ... Settings > Apps > Apps & Features > Manage optional features. Select Add a feature and then scroll down to the Windows Media Player entry and click on Install.
Windows 10: Installed kb4046355 and it removes Windows Media Player from PC. 
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New 29 Dec 2017 #11
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New 29 Dec 2017 #12
Ah- sorry, should have looked back- now I see your build number, this is an insider build issue.. so a later build than mine.
Background and proposed fix but which is discussed above e.g. by Eagle51
How to bring back Windows Media Player back on Windows 10 Pureinfotech
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New 29 Dec 2017 #13
I got it working - after this upgrade, I went to Settings/Optional features and it was there for an install!
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