LW's media player is simply an audio player. So if you launch/preview a video file your default video player will open & play it. If you want Nero to play your audio then go to Tools>Options>Player & untick option & press Apply button. You'll need to wait until next time you open LW before Nero will take control of audio playback.

By the way for changing default programs see: Setting Default video app Which also applies in principle to audio or any other format.