Go to Start > Run, and type optionalfeatures.
Expand the Media Features tree and see if there is a check next to Windows Media Player.
I can't believe what I'm seeing,, but you sure are right.
Never seen anything like this in any other thread.
If you just installed, I'd suggest burning another ISO on a quality brand DVD at it's lowest speed and perform a "clean" install, not an upgrade.
Try here, but I don't know whether it's still available:
Windows 7 Release Candidate (RC) Download Is No Longer Available
Sorry, I don't have the band-with