Not sure if you figured this out yet so I’ll bump your post but, at the same time I’ll ask you to provide some more detail about your Cubase software (if applicable) and computer operating system so that someone can try to assist.
You didn’t mention if you were using your UR audio interface with a DAW like Cubase and, if so, are they working properly. Also, if using with Cubase, I am wondering if what you want can be fixed by clicking on the Cubase VST Audio System menu option to “Release Driver When Application Is In Background”.
Other than that you say you went into the computer OS sound system and choose the UR as the default audio device… right? Also, I suppose to hear computer sounds through the UR headphone connection I would think that you have to choose the UR “Main Outputs” in your audio setup as the playback source.
Regards 