Cubase AI 7 Audio not working

Hi I’ve just purchased the Yamaha THR5A and got Cubase AI 7. I’ve installed Cubase AI 7, but it cuts out my audio on my PC (Windows 7). When I close Cubase AI 7 I get audio back on the PC. What’s the problem here? Why does Cubase AI7 cut out the audio on the PC?

NB when I plug the THR5A into the PC I get audio throught the THRA5 just as I should, so it works normally, but when I unplug the THRA5 I lose audio to the PC just as before. How do I keep audio on the PC when Cubase AI 7 is running with nothing plugged in?