Here is the catch: in the standard "Movies & TV" app. If you double-click an MKV, you’ll likely get an error or audio with no video.

Being an open-standard format, it is free from licensing fees and supported by a massive community of developers. How to Play MKV Movies on Your PC

VLC is the king of PC video playback. It plays MKV out of the box, handles any subtitle format, and requires zero codec packs.

Having a great MKV library on your PC is useless if you are stuck watching it on a 14-inch laptop screen.