I gave XMPlay a try.
Here's how it went:
I installed XMPlay 3.8.2 via Portable Apps Platform 12.2, and then ran it.
It loaded seemingly fine.
I dragged and dropped a 20MB MP3 file onto it, and it played great without any issues.
I then configured the app through its settings dialog box.
I then closed XMPlay.
I then reloaded XMPlay, and was surprised to see the name of that previous MP3 file in the playlist.
I searched for an option to have XMPlay not add files to the playlist, or automatically delete the playlist when it closes. I couldn't find either option. Are either of those possibilities that I just didn't see, or do you need to perform this manually each time?
I then closed XMPlay.
I then immediately reloaded XMPlay, and changed a few settings, and closed it again.
I then opened XMPlay, and it suddenly opened xmplay.txt and showed a message box asking to set up file extensions. Perhaps by closing XMPlay and opening it again in quick succession, it lost all the settings, and thought I was using it for the first time. All previous settings and the playlist were deleted. There is something triggering the "first run" routine on launches that are not first run. Furthermore, it does not detect the first run on the actual first run.
After trying out XMPlay several times, the above pattern reoccured, deleting all my settings and the current playlist each time.
I uninstalled XMPlay.