I've been thinking about this issue some more recently, and I came across
the MS TechNet article on the subject:
http://technet.microsoft.com/es-es/library/cc766308.aspx.  To summarize the
relevant parts:
> Fix Name
> 
> IgnoreMCISTOP
> Symptom:
> 
> The cursor freezes momentarily during background music changes.
> Fix Description:
> 
> Modifies the mciSendCommand function to ignore the MCI_STOP command, issued
in response to the MC_CLOSE command. On Windows 95 and Windows 98, the MCI_STOP
command has a relatively fast response time, but on Windows 2000 and Windows XP
Professional, it can take several seconds.
A quick tour around the git repository shows that MCI_SendCommand is implemented
near line 1525 of dlls/winmm/mci.c.  Would it be beneficial to add a do-nothing
case to the outer switch statement for MCI_STOP?