Why doesn't sound play from the BenQ Board speaker when connected to USB microphone

Why doesn't sound play from the BenQ Board speaker when connected to USB microphone?

If you plug in a USB microphone to BenQ Board, the sound is processed through USB and will not come out from the built-in display speaker.

 

Tip:

If you want the microphone sound come out from the BenQ Board speaker, you need to connect via the 3.5mm mic in port.