OBS does not have an independent audio out, except for the Monitor. And it defaults to Monitor Off, probably to avoid a feedback loop with the other default settings.
If you need to send audio anywhere other than the stream or recording, you'll need to (ab)use the Monitor to do it, and change the setting for everything that you want to send there, so that it actually does go there. Then point the Monitor in Settings -> Audio, to go somewhere that the other thing can pick up.
