You can do that too, although I have had an ... interesting experience jumping around desktop environments on Ubuntu. I'm not sure what exactly is happening, but some kind of config information is steadily bleeding between them every time I do a system update.
Sometimes if I pull up KDE (which I don't usually, since I found xfce), the panel will have as many as three different sound menus, only one of which is actually functional.
From looking at the Gnome Developer page "Desktop files: putting your application in the desktop menus" [1], it seems that it wasn't designed to work correctly with more than one desktop installed. This isn't surprising as it's an uncommon use case. [Edit: This is incorrect, see below]
For example, on a system running 13.04 with MATE installed, the Graphics menu has entries for Image Viewer (Eye of Gnome, the default) and Eye of MATE Image Viewer (MATE's port of eog).
Looking in /usr/share/applications there are the two corresponding .desktop files:
Sometimes if I pull up KDE (which I don't usually, since I found xfce), the panel will have as many as three different sound menus, only one of which is actually functional.