Not to play devils advocate here but I don't see anything wrong with GNU giving instructions for a player that in fact does work with Ogg out of the box.  Sure you can get Ogg support into iTunes and WMP through codecs, but (and I might be wrong) those codecs might have no affiliation with the FSF and/or might not even be cross platform enough for GNU to be advertising them on their website.  Not to mention a single set of instructions is less confusing than having the user get different files for different systems.

Now the whole agenda issue might be true, but I feel I don't see anything wrong with providing the user a choice of media player, and on a partly related note: Will iTunes even play files using third party (DShow) codecs? I know WMP will but even then I don't even know how well it does it as I use foobar2000 for all my music playing and Media Player Classic with ffdshow for my video playback.  What I use is definitely a harder configuration option than telling the user to get ffdshow, install it and get more than what they asked for if all they want is an Ogg playback solution, compared to just installing VLC that is.