Is your theme properly using the get_content() in these pages or is your theme using the get_excerpt() functions? If the theme is using get_excerpt() / get_the_excerpt(), then you need to check the box in PowerPress Appearance Settings 'Include in Excerpts'. If you are still having problems, use the option on this same page that tries to 'Fix' your Theme. Some themes call the get_the_content/get_the_excerpt outside of the loop which is typically the cause of the problem.
Last, try switching to the Default Theme packaged with WordPress to see if the player re-appears.