I believe it was Jeremy who played that piano part. I have an interview CD from late 1976 in which Mick says that Jeremy's only contribution to Then Play On was some piano. I assume he was referring to the piano on "Oh Well". There is an inteview with Christine in a 1992 Goldmine Magazine. She said that the only thing she did on Then Play On was some backing vocals, probably "When You Say", although I think it sounds more like Danny harmonizing with himself on that song.
BklynBlue, what CD liner notes are you referring to?
My CD booklet only says that Christine sat in on some studio sessions for the album.