I would install the RME ASO drivers to get high quality drivers and to be able to perform firmware updates.

By this you fully bypass the Windows sound infrastructure. Otherwise you should take care to use at least Windows audio drivers that ensure lossless playback like e.g. WASAPI drivers with your audio applications to not get any impact from Windows sound infrastructure which could impact / change the sound or by erraneously enabling some sound enhancement features of Windows. WASAPI drivers can be used in exclusive mode to ensure that no other application accesses the audio device.

I personally am the opinion, that it is clearer from the general concept to use ASIO as much as possible and to focus on software products that support ASIO. As with ASIO the application has direct access to the hardware, guaranteed no changes to the sound and by this it is guaranteed, that Windows sound infrastructure does not mess around with the sound / to get unaltered sound.

Get e.g. a music player with ASIO support, a good one is MusicBee
https://www.getmusicbee.com/
which supports playback of music content of different sample rates and offers some nice features.

I personally prefer to have local lossless music content, do not stream music and do not use DSD. I see no value in DSD as the recordings are being done anyway the traditional way in PCM format. The format change to DSD can't add any value / better sound, the sound quality stays at the level as it has been recorded / mixed / mastered. We had already discussions here that upsampling of music in PCM format doesn't give more quality, it just stays the same, only the files become bigger. Why should it be different with DSD?!
Some ppl made the experience with DSD that there is much music content simply converted to DSD, by this you only get bigger files which are uneasy in handling.

So where is the value in DSD? It is only more expensive and it is very inconveniant to handle the content as you have huge files.  I try to keep it simple and to avoid additional costs and operational hassles (huge file sizes of DSD) where I do not see a real value. Add on advantage with MusicBee and local content in normal audio format: I can synchronize and convert music on the fly to my smartphone or an USB stick, to get e.g. music for my car player in MP3 320 based on an auto playlist with 4+5 star rated music .. This is an added (real) value for me.

So from that perspective I would simply enjoy the ADI-2 Pro using normal music content in PCM format (maybe also hires music formats in the hope its really high res and that you can really hear a difference) and to concentrate on getting good players with ASIO support for local or streamed content. Then you can also apply firmware update without having to deinstall/reinstall the RME ASIO driver which I regard as another advantage.

Your mileage may vary .. esp regarding DSD. These are only my personal opinions / conclusions, if you have a different opinion, fair enough, I do not want any fight on this topic. At the end its your decision anyway.