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For reference, this is the Windows system feature documented by Microsoft on this page. The image at the top of the documentation gives a good idea of what this interface looks like.
This feature would be really nice because it makes it very easy to tell what song you're listening to, even if the Pandora app is buried under multiple windows on the desktop (Very common for me at work) as it just requires a single press on a volume or media key to display the overlay. Additionally, for users with a windows laptop that supports precision touchpad drivers, from my experience with a surface computer, the only apps that support a next/previous trackpad gesture are those that use the built-in system media transport overlay integration.
Currently, taskbar thumbnails for now playing and mouse media controls don't provide as nice of a user experience since the window title of Pandora does not give info about current tracks and it takes longer to make it display in certain cases, where a quick tap of a volume key on my keyboard pops up the overlay every time, on apps that support it, without requiring me to dig through my taskbar. Ideally, all of these methods should be an option since users have different preferences. This added system overlay integration also gives the benefit of providing media controls from the Windows lock screen, making it feel integrated into the desktop, where it presently does not feel very integrated into Windows as it currently stands.
I would suggest making this feature toggleable as some users do not like the overlay, but others find it very helpful. This may also help with media key handling issues for some users. As both a software developer and a user, I find that for me, I typically have less issues with media keys being recognized when an app uses the system overlay, though there are rare occasions with games where the current mechanism works better.