Audio Interface only outputs when Cubase 12 is active

This is a weird one. So I have Windows Media Player turned on and there isn’t any volume. If I turn Cubase 12 on, the volume comes back UNTIL I turn Cubase off and then the volume is history again. It’s driving me nuts!

Windows 10, Steinberg UR22C.

Windows Line Properties: “Allow applications to take exclusive control of this device” FALSE
Windows Line Properties: “Give Exclusive Mode Applications Priority” FALSE

Cubase Devices/AudioSystem/“Release Driver When Application is in Background” TRUE
Cubase Devices/Yamaha Steinberg USB ASIO/“Direct Monitoring” TRUE

The absolutely horrible DSPMIXFX:

If anyone can help, I’d be very grateful.

Incidentally, this problem doesn’t exist when I use the UR44C - it’s only a UR22C problem.

The URC44 Interface looks like this which seems to imply that it’s the lack of DAW control that is causing the problem?