Windows Media Player in Windows 10 still plays MIDI files. They've however removed the option to select a default MIDI device from the configuration GUI, so it'

Windows Media Player in Windows 10 still plays MIDI files. They've however removed the option to select a default MIDI device from the configuration GUI, so it'll always play on the built-in software wavetable synth unless you use a third party application to change the default. For Linux, you can use aplaymidi from alsa-utils to play back on a MIDI port, or timidity for a software wavetable. I think most OS packaged versions of timidity ship with a basic soundfont so that you can listen straight away. OS X, last I tried in maybe 2016 or 2015, had a built-in software synthesizer, and IIRC one of the built-in players used it for playback, maybe Quicktime. I'd say support is pretty good considering how unlikely it seems that anyone should use SMAF as a consumption media format these days.