I'm working on a side project where I am broadcasting an OGG Vorbis stream using Icecast. Google Chrome played the stream, and so did VLC, but WinAmp was unable to. It connected to the stream with an HTTP 200 status but could not interpret it.
As it turns out WinAmp requires the mount point to have a file extension for it to detect the stream correctly, so updating the mount point to stream.ogg instead of stream in the icecast configuration did the job.