AutoHotKey v2 script to work around the issue: remap Media_Play_Pause to (Windows key + Media_Play_Pause)
Media_Play_Pause:: { Send "{LWin down}" Send "{Media_Play_Pause}" Send "{LWin up}" }
For remappings like this you can use a simpler way:
Media_Play_Pause::^Media_Play_Pause
This also uses CTRL (^) instead of WIN (#) to avoid the start menu opening.