I guess I should mention I avoid using VLC since it has severe stutter (1fps) when playing my .mxf files and Windows Media player won't play my .mxf files at all, it doesn't recognize the extension.
The only link I found said MPC-HC development ended in 2017. I'm glad to see someone picked up the ball in 2018. I have downloaded the latest version. Thank you for your time and solution.
To answer your question, "What inside the wrapper" that prevents Windows Media Player from playing the .mxf wrapper file, below are the details and here is a sample file.
Thank you to all that responded. leonard-p pointed me to the latest version of MPC-HC which is currently supported, so from my point of view, this matter has a happy ending. I'll continue to use MPC-HC.
I retract my comment that VLC didn't play the file, it seems to play the file fine.
I've also downloaded PotPlayer as suggested by use-erbrich, I haven't tried it yet.
I would rather call this an archive format instead of a delivery format. Your bpp indicates it will play beautifully using XAVC-S at around 60 Mbps. Should do fine on other folks' systems and players, too.