I wonder if this is something that should be fixed or filed in the bugtracker:
When installing VLC, the default setting wil be that VLC is set as default player for *.mid files.
However if you double click them afterwards, VLC opens with "Sound font missing, you need to download a *.sf2 first".
I just tested on a fresh installed Windows 10, with VLC 3.0.8.
I think either VLC should come with a sound font or it shouldn't declare itself default player for midi if it doesn't work from the beginning.