Not one maker will claim that they will play MKV files. How could anyone? MKV is a "CONTAINER" of content so not only must it be that but the encoding of what's inside must be supported.
With that out of the way, there are limits to the player in these devices. What I found is exactly what you noted yet no where in the manuals are these stated to play. In fact I see a note about "if it doesn't play, it's not supported."
This is why I use other devices to play content.
I've read about this in other forums but found no answers. My Samsung UN46C5000QXZC stops playing certain movies after 1 hour and 14 minutes. It has happened with .avi and .mp4 files and keeps happening with the same files even though those files play properly on my computer's media player(s).