Because FFmpeg creates separate media files with no index that ties them together, only the initial piece of the chunks produced by the segment format of FFmpeg can be played. Media players can only play the first segment without a valid index since they are unable to traverse from one piece to the next.
An index file (such as M3U8 for HLS or DASH manifest) must be prepared along with the segmented media files in order for all the segments to play together seamlessly. Media players can play all the segments in order thanks to the information in this index file.