This issue has been closed as 'Won't Fix' due to an extended period of time without updates. If this issue is important to you please let us know by posting on the AnswerHub or UDN, and Epic will re-open the ticket for further review.
FDefaultGameMoviePlayer::Tick() calls FAsyncLoadingSplash::GetSplash(), but FDefaultGameMoviePlayer extends from FTickableObjectRenderThread, and FAsyncLoadingSplash::GetSplash() has check(IsInGameThread()); in it and asserts.
Furthermore, without modifications the code in FDefaultGameMoviePlayer never successfully shows the splash screen, because IStereoLayers::bSplashIsShown is never set to true, and bSplashShowMovie is never set to true. Only once you resolve those two issues (perhaps by adding bSplashShowMovie = true; to the top of IStereoLayers::SetSplashScreenMovie() and adding a call to StereoLayers->ShowSplashScreen(); before the call to StereoLayers->SetSplashScreenMovie in FDefaultGameMoviePlayer::TickStreamer) does it even make it to FAsyncLoadingSplash::GetSplash().
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-41578 in the post.