Can somebody explain how this is possible?
While a file is playing in GOM player, I can..
All without the player choking or the file being in some kind of lock.
That's how I imagine things to work! o)
Probably because the file hasn't actually gone anywhere. You're just altering the directory details (Master File Table) for it. The open handle to the file points to the data content. While you have that handle open, it's entirely feasible that you could do all those things. Try doing a secure wipe of the file content though and your player would no longer be able to play the content. 
Of course I don't believe in super natural things going on on my computer, if the bits are gone, there is nothing to be played back. But if opening and playing back a file like this is possible, then let's have it everywhere! o) This is GOM player v2 (quite old, the newer version is 10 times slower in playback and seeking).
Anyway, I wanted to show what I experienced with GOM player for the last decade and longer, maybe there is something we can learn from that?
I also would be ok with the playback being stopped, once I delete the file, no problem! o) If it keeps playing it could be irritating I guess, but you get used to it and it does not get in the way while you are sorting some files - very nice experience. o)
If GOM player is using an alternative file handle, maybe using MFT directly is the future? o)
As an additional "Next Gen" tool, I like to mention "WizTree", it's a WinDirStat / QDirStat alternative and it collects and analyses the size of over 810.000 items on my computer in about 3 seconds. Using regular WinDirStat always took minutes to complete - wow! o)
If DO could read file and folder information that quick as well.. nobody would complain I guess? o) Anyway, this is offtopic, but same mind blowing and different handling to what we were used to, so.
Let's go where nobody has gone before.. free all the files, no more locks! o)
GOM doesn't use the Windows MediaEngine API, AFAIK. It has the codecs baked into it and does everything itself, which gives it more control over how the files are opened.
(Something we don't want to do as then we'd have a full-time job just maintaining all the codecs, and have to add every new codec that came out to Opus instead of being able to use the system-wide ones automatically.)
Hello !
With the same configuration (dual pane + permanent pane preview), I had the same problem with MP4 videos once I installed MS HEVC codecs for h265 and a bunch of others with the K-Lite codec pack as I tried to display h265 10 bits files in the pane preview without an error message.
The codecs installation didn't resolve my problem
It was solved once the two first plugin choices where uncheck.
Then I had a problem with locked mp4 files. In my case it was impossible to rename a .MP4 file. Delete, move, etc worked overwhere. To rename a MP4, I had to close DO and rename with Win Explorer.
With your solution (uncheck the 3 plugins choice), my problem is solved 
I lost the possibility to play the videos in the preview pane as I now have just a static preview. But I can live with that (I also use Seer to preview videos). Thank you for the tip !