Oh, okay, I thought you were asking about 4K video in general.
Um…which releases of the films do you have? The actual 4K MKV files, the 1080p MKV files, or the 1080p authored Blu-Ray files?
Windows Media Player is probably the worst possible choice for doing whatever it is you’re trying to do. These files all have multiple audio tracks, a good chunk of which are lossless DTS-HD MA files - those two things alone probably make Windows Media Player panic. Add in the fact that the 1080p versions are high-bitrate h264 and the 4K version is a whopping 80GB or so MKV file encoded in h265 and I’m surprised Windows Media Player actually plays them!
What exactly are you trying to do with the files? That might help narrow down your options. You’ll almost certainly have to strip out all but one audio track first, and to make sure you pick an audio track that will work well with whatever it is you’re trying to do (which might mean downloading a separate PCM track if the software you want to use doesn’t like DTS-HD MA or 5.1 tracks).