WMV is a time capsule from the Windows XP years: tidy little files with dated manners. It was born in 1999, Microsoft, and its real weak spot is everything Apple, most browsers, and any phone made this decade.
MP3 is the format that taught music to travel: small, scrappy, and welcome absolutely everywhere. MPEG-1 Audio Layer III. Perceptual coding: it throws away the parts of the signal your ear is least likely to miss. That makes it the right destination when what you need is playing on anything with a speaker, from new phones to twenty-year-old car stereos.