Hmm, that's not what I am seeing. Doing this:
<Grid Background="Black">
<MediaElement
Source="http://media.ch9.ms/ch9/f271/c9225442-2e4f-452d-ac78-f93b92eef271/DevRadioWinPhoneMultitasking_mid.mp4"
AreTransportControlsEnabled="True" />
</Grid>
The controls are visible, but they aren't visible when I navigate away from the app.
Am I missing something?