Weird Headphone Issue

I got a new HP laptop (running Windows 11) and installed the latest version of Audition. I opened an old project and it plays back just fine BUT when I plug in my headphones it continues to play through the computer speakers. I tried this with other audio programs and when I plug in my headphones the audio switches to headphones, just not with Audition.

Has anyone experienced anything like this before? I haven't.