I finally found the culprit:
<playercorefactory>
<players>
<player name="SplashPROEx" type="ExternalPlayer" audio="false" video="true">
<filename>C:\Program Files\Mirillis\Splash Pro Ex\SplashProEx.exe</filename>
<args>/fullscreen /close</args> <hidexbmc>false</hidexbmc>
<hideconsole>false</hideconsole>
<warpcursor>none</warpcursor>
</player>
</players>
<rules action="prepend">
<rule filetypes="mkv" player="SplashPROEx"/>
<rule filetypes="avi" player="SplashPROEx"/>
</rules>
</playercorefactory>
...this is the corrected script......(sorry I copied a previous script for PowerDVD, my bad!!!)
<playercorefactory>
<players>
<player name="SplashPROEx" type="ExternalPlayer" audio="false" video="true">
<filename>C:\Program Files\Mirillis\Splash Pro Ex\SplashProEx.exe</filename>
<args>"{1}" /fullscreen /close</args> <hidexbmc>false</hidexbmc>
<hideconsole>false</hideconsole>
<warpcursor>none</warpcursor>
</player>
</players>
<rules action="prepend">
<rule filetypes="mkv" player="SplashPROEx"/>
<rule filetypes="avi" player="SplashPROEx"/>
</rules>
</playercorefactory>
Now everything is running as expected. SplashProEx autoplaying after clicking the movie file in XBMC.
Thanks bro Weng for the help!