The missing DLLs are %windir%\system32\MF.dll, MFPLat.dll and MFReadWrite.dll which are a part of DirectX. So, the root cause is
opencv-python-headless gives the same result because this is a result of OpenCV-Python being linked with AVFoundation support.
So the only option for you at the moment is to build and use a custom opencv-python build without AVFoundation support.