New headphones plugged in but sound still coming from speakers

I have an Asus Tuf gaming F17 laptop. I've been mainly just using my speakers for game audio but recently bought a pair of headphones. I've plugged them per the instructions they came with (you have to plug the headphone into a provided extension cable then plug into PC). Audio work fine with other sounds from the laptop, even with the audio test for headphones, but only the game audio isn't working through the headphones only the speakers