I have noticed for a very long time on my N5. In fact, not sure it was working from the very beginning. When trying to pick the WAV as attachment in Gmail, I'm presented with the native picker only a couple XBMC remote control apps. The odd thing is is that if I select that WAV from a file explorer app, such ES File Explorer, it presents many more apps with which to play the file, including Google Play Music itself, which then is played flawlessly in Google Play. I wonder why the native app picker doesn't present you with all the music player apps that are installed.
XDA needs a "2nd Post Wiki" automatically generated in each thread. Such a thread wiki has proven effective on other sites to cut down on useless thread clutter and questions which have been answered repeatedly. The idea is simple. A community-editable wiki is inserted immediately beneath the OP to address current issues relating to the topic. Most OP/devs don't have the time to continually update their OP to address ongoing issues. Let's let the community do that for them!