Somehow, it seems to have escaped your notice that Windows and most Windows applications do not support ASIO drivers ;-)
Your DAW and any other application capable of loading ASIO drivers, of course, do not face this issue. This explains why you hear sound when working with your DAW because you have loaded the RME ASIO driver there.
And that's precisely the essence of ASIO drivers: direct access to the recording interface bypassing the Windows Audio System for lower latencies and to prevent any loss of quality or potential sound changes (e.g. caused by Windows Audio features).
If you want to use the RME recording interface not only for recording applications (with ASIO driver support) but also for Windows and other applications "without ASIO support" then an additional step is needed:
You need to generate Windows compatible "WDM drivers" in the "RME driver settings".
You find the "RME driver settings" on the right side of the Windows taskbar, a little icon which opens the driver settings.
If you do not find the icon for driver settings, two possible reasons:
a) it might be hidden. Look for a little triangle symbol, click to it and check whether you find the icon there. If this is the case, then you can drag and drop it from the hidden to the visible area (to find it next time easier).
b) maybe the driver settings were not loaded, check "Autostart" TAB in Windows Task-Manager, whether it is there and activated. If it is not active, activate it there and reboot Windows. Here is an example how it looks for my UFX III with MADIface driver:
In the "driver settings", set the number of WDM devices, which is default at "0" to a higher number (see manual ch 9.1). And as you can see, such information is already in the manual, you only have to read it.
The WDM devices in the Windows Audio settings are immediately generated...
Final step: in Windows audio settings, you need to make this WDM driver the Windows default sound device.
Here is an example of how it looks here for an UFX III, OS is Windows 10 (might look slightly different on Win11).
BR Ramses - UFX III, 12Mic, XTC, ADI-2 Pro FS R BE, RayDAT, X10SRi-F, E5-1680v4, Win10Pro22H2, Cub13