I have now further investigated this and found that the first time one evaluates:

$KernelID

in CDF Player Pro Version 10.0.2 an uncatched Throw will interrupt the evaluation:

In[1]:= $KernelID

During evaluation of In[1]:= ReplaceAll::reps: {$Failed,Version->3.01,CVSRevision->1.37,<<17>>,debugPreference[Batch]->False,Parallel`Palette`paletteConfig[PCT,PlayerPro]->{Automatic,False,True,Retry},debugPreference[PlayerPro]->False} is neither a list of replacement rules nor a valid dispatch table, and so cannot be used for replacing.

During evaluation of In[1]:= ReplaceAll::reps: {$Failed,Version->3.01,CVSRevision->1.37,<<17>>,debugPreference[Batch]->False,paletteConfig[PCT,PlayerPro]->{Automatic,False,True,Retry},debugPreference[PlayerPro]->False} is neither a list of replacement rules nor a valid dispatch table, and so cannot be used for replacing.

During evaluation of In[1]:= Throw::nocatch: Uncaught Throw[Parallel`Preferences`Private`nopref[Version],Preferences] returned to top level.

Out[1]= Hold[
 Throw[Parallel`Preferences`Private`nopref["Version"], Preferences]]

It is quite easy to fix by adding a Catch[\ $KernelID,_] before actually calling $KernelID and suppressing the error messages. This seems to be fixed in version 10.1.0 of the player which is now available.