Well, I now tried it here in KDE: I opened a Samba share in the filemanager, right-clicked on an mp3 file and chose “Open with”->SMPlayer2.
And guess what? It didn’t play either…
Also calling smplayer2 on the command line as “smplayer2 smb://HOST/SHARE/path_to_file.mp3” didn’t work (I don’t need any username/password for that share, the same works fine with mplayer/mplayer2 f.e.).
So this seems to be a general problem with smplayer2. Strange that it works on your full installation though.
Are you using the same smplayer2 versions?
Maybe you should use a different player? VLC works fine for that here… (but don’t forget the package “vlc-codecs” in that case 
)
MPlayer works as well (with gmplayer as GUI).