xfce4-mixer.desktop contains the following categories: Categories=X-XFCE;Audio;Mixer; Quoting fd.o desktop menu specs: "Desktop entry must include AudioVideo as well". Because AudioVideo is missing, xfce4-mixer shows up in the Gnome/KDE menus in the "Other" group instead of "Sound & Video". BTW: I suggest to also add "OnlyShowIn=XFCE;" or at least "NotShowIn=GNOME;KDE;" because both Gnome and KDE have their own mixer apps.
This is fixed in revision 29484: * xfce4-mixer/xfce4-mixer.desktop.in.in: Add missing AudioVideo category which is obligatory if you use the Audio category (bug #4933). I don't really feel like adding OnlyShowIn=XFCE because that kinda defeats the modularity aspect of Xfce. I mean, the mixer works fine under any environment, not just Xfce. NotShowIn=GNOME;KDE ... maybe.
It's your decision, you can leave it as is. Both Gnome and KDE have their menu editors, so people can still remove the entry if they don't like it. Thanks for fixing this so fast!
In most situations GNOME/KDE folks won't have xfce4-mixer installed anyway, so I guess it's ok this way.