I get something similar if I start the game and then change the sound defults in the sound control panel of my PC. I have both external speakers and a headset. For examlpe, if i start the game with my PC set to use the external speakers and then change the setting to headset, all the gmae sound will be in the headset, except VOIP will still come out the external speakers.
Best work around is to make sure you have the sound setting you want before starting the game. Not sure if its a bug but I do hear peolpe mentioning it in game from time to time. We just tell them to restart the game.
