Digging a bit more, I saw that this behavior is the slot_allocation policy, set to FIXED for Karmic instead of DYNAMIC for Jaunty. This is not a bad choice but it required that all applications have been fixed and all notifications properly set. And it's not the case. At least for me rhythmbox not behave right and according to many comments of this bug report, it's not the only case.
For people who want the Jaunty behavior back, I attached a patch to revert the change, and a package is available in my PPA : https://edge.launchpad.net/~gilir/+archive/updates/+packages