If I temporarily switch to another program during play Dungeons of Dredmor's music frequently skips jarringly as it continues to play in the background
If by "skip" you mean "change tracks", then something is wrong. And if by "skip" you mean "sometimes the sound is getting all choppy", then that is normal. DoD is a game, and as such it is supposed to try to minimize resources used when it in the background. With its priority being low, sometimes other programs in the foreground "take" CPU usage out of it to the extent where it doesn't have enough of it to process its music properly.
I mean it gets choppy. And moreso that it gets more choppy that the sound of most other programs when they don't have focus.
That is because it's a game, and likely not written to work "properly" when it's out of focus. "Likely", but you'd have to pester Sir Nicholas to get anything more accurate than that.