To reproduce:
1. Open any project. (If you create a new project, then also create a scene for the build).
2. Go to "Build Settings" and build a Standalone Windows build, with "Development Build" and "Script Debugging" checked.
3. Open "Profiler" window.
4. Play built game in windowed mode.
5. Go to your "Profiler" and in "Active Profiler" select "WindowsPlayer".

Expected result: Profile window should display profiling samples as in earlier Unity versions.
Actual result: No data is displayed.

Reproducible with: 5.6.0a1, 5.6.0b3
Not reproducible: 5.5.0p3

Note:
Warning "Sending message header failed" is displayed even in 5.5 version, where profiler is working as expected, when you close the standalone Player.