Locking my PC or logging off mutes my speaker/sound

When I have something open on my PC that has audio (e.g., listening to audio
on Express Scribe, or to a Web page with audio/video), and then lock the PC
(leaving all programs open, using the keyboard shortcut of the Start key plus
the L key), or else I log off (closing all programs and logging off through
the Start menu), when I log back on, the audio is off. The only way to turn
the audio back on is to restart the PC.

When the sound is muted, I check the speaker settings, and they are not
muted or changed in any way.

Is there a way to lock my PC without it muting the audio?

Thank you for your help.