Are you using Unity 2017? I just tested this myself to see if anything was off. Here are the steps I followed:
- Select Cube and open the Animation Window
- Click “Create” from Animation Window to create an Animator and Animation Clip
- Animate Cube while recording then stop recording when done
- Go to Game Window and press play, default animation should play
When you create the animation clip and Animator from the animation window it shouldn’t add an animation component as that is fairly outdated now. The Animator gets added and an Animator Controller is created and assigned to the Animator. When you create an animation it automatically gets added to the Animator Controller, and since it’s the first animation it will play by default on the cube.