Yes, I have tried changing it.
From Standard/Display view, you can change the viz to whatever, BUT, when in Playing Now mode.... Theater view, the only one that is transparent and can be seen through to background is the default bouncing balls one. Once, you click left or right it opens a window on top of the background that is not transparent. All you can see is the menu text on top and the title of song on bottom... the artist picture is blocked by the viz window.
Would be nice if we could choose from all the internal viz (and have them be transparent), and also be able to choose how sensative it is to the sound.
I'm just saying...