I am not really impressed. Bass.dll is under 100kb and handle most of the formats mentioned.
WMA etc. can be played with pure system calls. I bet that the .exe himself is creating the window handles etc. with pure system calls instead of using an framework or resource files.
I have not looked into binary details but i would not be wondered if the file is packed with kkrunchy (.farbrausch) or similiar.
It should be mentioned that in the past the University of Princeton had successfully extracted encryption keys from a cold booted computer after the PC has been completely turned off.
They even demonstrate what they had recovered and how many bits has been lost.