Small Headphone Problem

I recently got a UR22 MKII
And this is all new to me. I’ve got the audio working. Got a headphone adapter for my headphones because of boomer technology still existing this day and age somehow.
But I’ve found some small annoying problems.

Whenever I open Cubase Elements, and turn on the audio from the side thingy, it hijacks all audio. Meaning if I have something playing in the background (Usuallly a Twitch Stream), it will shut off the audio from everything else. So I only hear Elements. How do I fix this to stop it from blocking all audio sources? (I’m using the Yamaha ASIO driver)