I can confirm the behaviour you are seeing. I am recording this as a bug, however, there is a simple work around.
Set the 'speed' input of your movie player to INIT = 0add an Enter Scene Value actor, and set it to 1, and connect it to the speed input.This ensure playback doesn't start and that the movie is see as active (required for preload).
NOTE: preload is not generally recommended, it requires special care to use it effectively, and due to improved scene loading introduce in Isadora 3 isn't necessary except in extreme cases.
PLEASE read the following support article to better understand the preload actor.