Yes I know, and believe me, I'm trying to provide you with more information.

And I think I've got something to test.

1. Play some music
2. Crash the system UI (don't know how, maybe a restart may be enough, but I don't know how to just restart it, I'll try this if someone helps)
-> After the system UI restart, the screen is still off and the music is still playing
3. Wake up the phone (not unlock)
-> Media Player widget is not visible
5. Unlock the phone
6. Lock is again by swiping down
-> Media Player widget is visible

I've the feeling the time is a parameter here. After a while, the widget is not visible anymore and you've to unlock/lock the phone again to get it visible.