I don't know why, but from my reading the DLNA sharing is just more picky/strict about matching the required video/audio formats.
My samsung doesn't have the DLNA feature so i can't speak from personal experience, but it will play movies from a usb device. And i have found that works a lot better than the manual said it would.
I have played many movies that didn't match the formats listed in the supported section of the manual.
I have also read that DLNA playback wasn't handled as well in regards to FF/RW and maybe pausing as well. It has been a couple of months since i spent a lot of time reading about it when i made my choice for a new tv.
I would recommend getting an external hard drive and pay your content back through the tv directly or connecting a PC directly to the tv so you can stream content over your network. My 37b650 serves as my main monitor now and it works great.