It is nothing to do with what Carboncopy has put.
Event 8 is overriding the animation.
Keyboard Space NOT down (which is the majority of the time) -> SprPlayer Set animation to default
I looked at the .capx and from what I understand that was the best answer I could find.
as if you look at animations (run) set to run speed 5 then no loop. So I came to the conclusion as I have with all my walking animations set loop.