The info means that the redist dll should be distributed as-is on all Windows on Windows 10/11, the redist dll itself checks the inbox dll version, and if it's higher, then the inbox dll will be used
It's bad linkage of the game developers, or they are built against the XAudio 2.9 from Windows 10 SDK you can check xaudio2Redist.h or Microsoft.XAudio2.Redist.targets
of course yes directx is still needed in win11 (and newer) the full DX enduser runtime redist on 1st post might be required to run certain games on W11