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How to download and play remote media using MediaPlayer in UWP?
when you call CreateFromDownloadOperation method, it will start download automatically, you have no need call StartAsync. Please try following code.
private async void MyMedia_Loaded(object sender, RoutedEventArgs e)
{
var destinationFile = await ApplicationData.Current.LocalFolder.CreateFileAsync($"file.mp3", CreationCollisionOption.ReplaceExisting);
var url = new Uri("https://www.thenakedscientists.com/sites/default/files/media/podcasts/episodes/Ask_19.12.06.mp3");
var download = new BackgroundDownloader().CreateDownload(url, destinationFile);
download.IsRandomAccessRequired = true;
MyMedia.Source = MediaSource.CreateFromDownloadOperation(download);
MyMedia.AutoPlay = true;
}