It's not a matter of copyright - it's a matter of patents. The Microsoft patent license for WMA *explicit* excludes implementations released under "copyleft" licenses such as the GPL - this is a rather extraordinary condition they place that one doesn't typically see in the other codec licenses.
There's *plenty* of code that implements WMA, even under the GPL, however, as a commercial enterprise, we can't distribute it (at least in the US and Japan) without obtaining the appropriate *patent* license. As you probably know, we can't withhold source to GPL components (most of the system) if we ship binaries, and we can't create a derivative work that combines both GPL and code released under an incompatible license, as would be the case to comply with Microsoft's patent license.
So, to support WMA, we'd have to rewrite the entire music subsystem and codecs without using any open source code, just to support the one codec, and even *pay* an ongoing royalty to Microsoft for the privilege of doing so.
So there you go - it's not for grins and giggles that Linux distros do not include WMA support built into their free-as-in-freedom distributions. They're typically added post-install from third-party repositories with a "wink/nudge" approach that won't work for chumby's architecture. You'll notice that the iPod family doesn't support WMA either, even though, in some cases, the processors support the decoding in hardware - they don't include the patent license.
If you have issues with this, it's not Linux or us at fault here - we all *want* support for WMA out of the box. It's Microsoft, for attempting to leverage their patent portfolio against other companies and operating systems. Take it up with them.