System Information
Windows 8.1 , GeForce GTX 580

Blender Version
hash:01645cc

Short description of error
I dont know if this is a bug, it's work investigating.

I have two characters, identical, in seperate .blend files, Protagonist is linked in, and made to a Proxy.
Antagonist is appended in straight off.

Now playing in viewport both can play it's animation, I have Logic bricks telling both rigs to Always play a test idle Action. Running game engine
the linked proxy, doesn't play but the appended one does.

You can check this video of the behaviour
http://instagram.com/p/k7XjakI79x/

Exact steps for others to reproduce the error
Based on a (as simple as possible) attached .blend file with minimum amount of steps

Can't attach this game project file it's quite large, I think people must have experienced this before.
Many rather have characters in seperate .blend files to be able to do walk cycles, animations etcetera, modeling and texturing seperate.
then link and proxy make them into the main game .blend

A) make game.blend
B) F1 (link) in charA.blend and make it proxy ctrl+alt+p
C) F1 (just append) in charB.blend

do logic bricks to always just play an animation,to reproduce issue.