Opening a file from SMB sends a program the SMB uri instead of a local representation of the file. Since most programs aren't (and shouldn't) be capable of opening files from the network, this usually fails.

After editing vlc.desktop to remove smb (it doesn't work), I had to wait 2 minutes for Dolphin to download a video file from a local server, just to check if I've seen it already. This is terrible UX. 

A media player plays media files. If it can do it over SMB, that's cool, but it shouldn't be a requirement.

I really don't want to sound ungreatful to all the devs working on KDE and the entire Linux ecosystem, but these small things are what keep the adoption low.

So, here is my proposed solution:
Mount everything. No need to decide whether to copy, mount or stream. Just mount the share when needed, then unmount it when all handles are closed. It's simple and it always works.
Using gvfs would also work, although I doubt any KDE dev would want to.

A few more advantages of this approach: terminal access to remote files, next/previous buttons in programs would work, links to remote files...

I know I could easily mount the share with a single command, but that is not my point. A normal use wouldn't do that and would immediately switch back to Windows (I've seen it happen).