See also here: No Audio but I can hear the metronome - #29 by jeffn1
Unfortunately, Windows users need to scratch their head a bit more than macOS users…
This is a very old and very well-known Windows issue that has been around for at least 20 years…
You’ll also find out, as the rule of a thumb, that most MIDI drivers on Windows are single-client, while on macOS they are multi-client (i.e. multiple apps can use a driver at the same time).
… and so on.