Things to try:
- if you're playing through ASIO, try reverting to DirectSound
- if that fails, go to control panel - sound - your device - properties - advanced and untick "exclusive control" on the device, then try again (for example Rocksmith wasn't working with OBS here till I did that)
- keep asking around
To clarify, music normally plays automatically through OBS. Abnormal things are ASIO, kernel streaming, exclusive control, multiple sound cards.