They only appear if you're running the game windowed, so all you need to do is to make the game start in fullscreen mode.
To do this, edit ~/.cxgames/[audiosurfbottle]/drive_c/Program\ Files/Steam/steamapps/common/audiosurf/config.ini, replacing [audiosurfbottle] with the name of the bottle you actually installed Audiosurf in. Add the following values to the file:
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