You can try here:
Online link generator for Microsoft Store. You can use it to get links to almost all apps, games, themes from the Microsoft Store.
store.rg-adguard.net
Then copy this link to the Media Player (without the quotes, obviously):
"
https://apps.microsoft.com/store/detail/windows-media-player/9WZDNCRFJ3PT?hl=en-us&gl=us
"
Make sure you choose Fast, should look like the image below. Click on the check mark and you will get various options.
Now choose this option:
Microsoft.ZuneMusic_11.2208.25.0_neutral_~_8wekyb3d8bbwe.msixbundle
Then open the MSIX file and download it, it will update.