I want to close windows media player. Why is Bill a pain in the A?

So, I am closing all of my applications. I have music in the background. I wanted to make one change in a play list before I shut down. So, I close all open applications. Windows Media Player is no longer in the task bar. (Was it ever?) Why does Bill (Microsoft Windows) allow a process to be playing music but not be a running application in task manager. Really. I hear music, but I have no applications listed in task manager.

So, I know I can kill the process. (I'd love to have a script to do it.) But WTF? Why is there no flipping application listed? I know to allow (hello Sony) root kits it is necessary for Windows operating systems to allow hackers to hide processes, but Windows Media Player isn't a root kit, so it should show the application shouldn't it?

Sorry about the semi-rant. Does anyone know the rational reason for not showing the program in the list of applications running?