You still need to initiate the start of the movie reading. The solution is to stop it after reading the first frame.

1. import processing.video.*;
2. Movie movie;
3.  
4. void setup()
5. {
6.   size(400, 400);
7.   movie = new Movie(this, "G:/Docs/Movies/TALE_OF_HOW.mp4");
8.   movie.loop();
9. }
10.  
11. void draw() {
12.   image(movie,30,30);
13. }
14.  
15. void movieEvent(Movie m)
16. {
17.   m.read();
18.   if (frameCount == 30)
19.   {
20.     movie.stop();
21.   }
22. }

You can make the stop() unconditional, I added the test because my movie starts with black frames...

Yes, same for me...
Honestly, I rarely use the video library, so I gave a workaround found by experiment, but perhaps there is a better way.

I tested adding the movie.volume(0) call right after move.loop() in setup for a video with sound, and it plays without audio since the beginning.