Nero can write CD Text, so as was suggested your writer may not be capable of writing text.
Most newer writers can read & write CD Text...but older ones can't. A lot can only read CD Text.
Media Player doesn't read CD Text so it's ignored, it always retrieves like minix said from the CDDB.
Not every player & software can read CD Text, ISObuster can so that's one way of testing it. If the tracks show up as audio then it didn't work...if they show up as a name (test3) it works.
Of course there are other programs that read CD Text but ISObuster is one of the few I know of to test it.