I have applications that can play OGG, I just never see any...(not that I look a lot)...there are just too many options for most non-geek users to cope with.

installation, conversion, stream capture, configuration, association of 'right' apps, fighting default settings, reassuring firewalls.....it all causes most users to either accept what is put in front of them, or not even try. (I just keep trying things and then extracting some explanation to myself as to why it did or didn't work....I end up being able to do most necessary things, but not exactly 'understanding' them *grin*)

applications like JetAudio, Apollo, and QCD have weaned me from the MS trough.