I’ve seen plenty of posts where all audio besides cubase won’t work, and you have to check the box in Devices → Device Setup → VST Audio System → Release Driver when Application is in Background. But when I click on another program and play audio from them, cubase audio stops until it is reselected. I a have a focusrite pro 40 on Windows 10 and am on Cubase Elements 8.
Look at your Windows audio settings and make sure it is not set to "take exclusive control " other than that it is mostly depending on the audio driver.