OBS does not by default play the audio from video capture devices to the system output, to avoid audio duplication issues.
Go into the Advanced Audio Properties and choose 'Monitor Only' on your Elgato HD60S+. As your desktop device and monitoring device are both at 'default', this will have OBS play the audio over your default output so you can hear it, and capture the played-back audio on the desktop channel so the stream can hear it.
If you set it to 'monitor and output' and have OBS set to capture audio from your monitoring device, you'll get audio doubling/echo as OBS will capture it once from the capture device, and once from your monitoring audio device. This is mostly for people who have a separate audio interface for doing advanced monitoring setups.
