Include music app options into volume icon

Yes, it's possible:

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To set it up:

  • Install mate-indicator-applet, and indicator-sound-gtk2, using the software center, or using apt-get install mate-indicator-applet indicator-sound-gtk2, if they are not installed yet.

  • Logout and login again, or reboot (Not sure if this is actually necessary)

  • Right click on an empty space in the panel, select "add to panel", find "Indicator applet complete", and drag it onto the panel.

If you want to disable the old system tray volume control (which will still be there), go into the "Startup applications" utility (In the control center or in the menu), and uncheck the "Volume control" item (requires a logout / login to take effect).