Linux isn't always as clean you might think.
Last distro I tried installed without a media player. It then gave me the option to download one provided it was for "research purposes".
Music and video player codecs are paid for licensed software. Generally the companies in question don't care about individuals using them but if you're a company expect a letter to turn up from MPEGLA.
Nevertheless, if you have say an MP3 player and didn't pay the fee then you are using unlicensed software. Better then that, some movie codecs actually require payment *per use*.