Xfce should handle the keycode to controle sound(up and down volume) to be more "user friendly".
Can you elaborate this a bit more? I can only guess what you mean. It would be better to actually *know*.
I've configured my keycodes to be mapped to the xorg keycodes(XF86AudioLowerVolume,XF86AudioRaiseVolume), and my xfce4-mixer doesn't handle when I push the key to up or down the volume. It should.
I disagree. The mixer isn't always running so it cannot react on the keys pressed. The panel plugin could do that but it's not really transparent, and you might want to fine-tune that on your own. You can easily bind a keyboard shortcut to "amixer" or "aumix" to change the volume when those keys are pressed. It would be nice to be able to do that using xfce4-mixer from the command line, e.g. by calling xfce4-mixer --channel Master --volume +5% or xfce4-mixer --channel PCM --mute=true I'm planning on implementing that. Once that's there, we could add default key bindings for XF86 keys in xfce4-keyboard-settings. But this is not a bug.
Of course it's not a bug, just a feature request. Well, I think XFCE should have this feature to be a real integrated desktop environment, like a plug'n'play desktop. When you install it, you shouldn't have to set all feature manually, all should work in one-shot.