Problem with audio cue preview being sent to audio device

If I right click on an audio cue and Play it, I hear nothing:

Real time audio is maxed:

It seems the Editor preview audio is being sent to the audio device even though headphones are set as default audio device and the sounds play through the headphones in PIE:

Hello kkkiwi,

If I understand your question correctly, it appears that you will need to set up what device you would like to use through SteamVR. You can right click SteamVR > Settings > Mirror > select audio device. There are a few other options that you could look into as well. I hope that this information helps.

Make it a great day