Well finally I got curious about that, why not unleash all the crazy transparency from opengl instead ? And I got this :
You have 2 menus and 1 dialog overlapping each other (you can see a very small part of the main menu at the very top, the top of the "Load game" line), plus some moving lines in the background, and the whole thing takes 0% cpu, because transparency was made in software mode in sdl1 but here it's in hardware mode and all this is natural for opengl... !
I had to make the dialogs more opaque to preserve some readability, so you'll have to go to gui options / colors / revert to, to reset the alpha channel to its new default value, either that or adjust the bg color manually (I fixed the color dialog, it was broken since the switch to sdl2, the colors are handled differently in sdl2 and nobody noticed, oh well...).
Maybe that's a little too much ? I'll wait a bit, but for now I think it's still very readable !
edit : finally I had to limit myself and revert to something more like what there was with the sdl1 gui, that is : draw the background menu only if the top most menu is a dialog (that is, it has black title bar attached to the menu, no top or bottom frame on screen). The reason is the game selection dialog, the main menu was hiding most of the background picture, which makes the feature useless. That's that, or remake completely differently this game selection dialog. Maybe one day, but not soon for sure... !