It's been a quite while since the last answer was answered for this thread but I have just created an account to answer this question. I really acknowledge your problem because MS doesn't care about consistent design and organized PARTS of the operating system and I suffered from this too. Although most of the people think Windows 8.1's design is garbage, IT'S NOT. I am on Windows 8.1 right now and i can tell you Windows 8.1's design is not consistent but at least it's metro design and desktop environment is completely independent from each other. Probably I was too verbose. These images and explanations won't solve your issue but it will change the way you're looking at this OSD and Windows 10.
First of all, that disgusting Groove icon. In Windows 8.1, it has very elegant icon that shows MS worked on this icon specifically for the Music app. They share the same icons with the Music app.
Secondly, Some people may remember the charm bar which shows some buttons on the right and time, date and the internet connection on the left bottom when opened. That time and date overlay was designed same with volume overlay in Windows 8.1 and they are coordinate. They have same background color, same shapes, same font.
Thirdly, not only the icon, control buttons (previous, play/pause, next) were designed specifically for the app. They both share the same button design (which must be in an OS for better visual). These buttons from the Music app appears when you enter now playing fullscreen mode.
And lastly, even looks you are not complainant of this, the slider (independent from media control overlay, always appear not like the media thing when nothing is played) was a part of the OS. This image shows that the left one is which appears when you try to adjust your volume from the keyboard, the right one is which when you try to adjust your volume from the charm bar (charm bar>settings>volume).
They share the same design language. If you try to adjust your volume from the taskbar on Windows 10, you will see that it is reworked not like the overlay I showed above.
Conclusion: You shouldn't cry because of this crap because we learned that MS didn't make any sh*t for Windows 10, they just copied it from its predecessor. So you have two options: Imagine that MS will rework it and live with it. If you can't, you can install HideVolumeOSD program, but it hides everything, even the slider. The other option is switch to a different OS.
Apologies for spelling and grammar mistakes.
