In Windows 10, Microsoft seems to be extending the modern media playback controls to desktop apps. In Windows 8, if you changed your PC’s volume using a hardware volume button on you device or on the keyboard, you got an on-screen volume control display. If you had a modern (Windows Store) application playing a media file, you got an on-screen playback controls in addition to the volume control. This feature was mostly aimed at touch tablet devices running Windows. It is also similar to how Windows Phone behaves. With Windows 10, this functionality seems to be extended to desktop applications as well.
I stumbled upon this feature accidentally a couple of days ago when I was playing a media file on my Surface Pro using Windows Media Player. This is a desktop application of which the current version dates back to Windows 7. When I changed to volume using the volume rocker in the Surface Pro, I was surprised to see the media controls show up allowing me to easily control playback using touch.