Do you see some bar moving in the Audio Mixer? Then what might
In OBS Studio, in Settings, Audio, Global Audio Devices you might be capturing the Desktop Audio. That is the "audio out" sound from your computer, the sound that normally goes to your computer's speakers or headphones.
By default sounds that are in OBS's stream or recording are not monitored. At the Audio Mixer click at the Settings icon (cog wheel), Advanced Audio Properties and check the Audio Monitoring setting. Here "monitoring" means the sound that is not intended for the audience but for the presenter, technician, etc. If you set it from Monitor Off to Monitor and Output, you'd hear that sound.
If this is not what's happening in your situation, please provide a log file. This is how