They are taking digital audio and converting it to analog for the headset. In effect the USB speakers have a built in sound card. Also, I notice you have the RealTek digital output set as default.

I know that there's issues with getting Dolby Digital Live or DTS Connect to work under Windows 10 if you have a Realtek audio chipset that Microsoft has acknowledged. (I've got an ALC898 Built ...

Realtek is one of the best Windows HD audio managers out there. ... Mostly, if the audio drivers have issues, there will be no sound from the Realtek Digital Output.