The popups in the DSP options window are actually using a standard Windows feature, unlike XMPlay's "bubbles". When the popup is displayed, the default is to show the slider's current position, but Windows will first ask the app if it wants to provide its own text (which XMPlay does). I had a look myself, and it looks like WINE doesn't currently do that.
Can't say fairer than that! Thanks for looking into it. As I mentioned, it's easy enough to live with.