Thanks for all yours feedbacks.
I cannot run the Audio Mixer from the icon on xcfe4
The Xfce4 audio mixer is for me a bit buggy, try to install all the gstreamer-* packages. it might help.
cannot also run alsamixer from the cli without using sudo
Yes that's somehow a consolekit issue (I think) , to get rid of this, I need to find the topic that's solve the issue, I will come back.