Look into your Sound setting under windows you should see there to HDMI Output devices. There is a option to output the sound to the both of the devices. If you don't see two HDMI Sound Output devices try install the latest Graphic Driver because you need the HDMI Output driver.
Hey hi there again just tried to do that but it doesn't seem to work. What you need is a HDMI Splitter you can get them for no money. It seems that the intel output device is only capable of serving one LCD.
Blueb1rd, let me try to set up a lab in order to replicate this inquire.
I will inform you my findings, but I think this is an expected behavior.
Blueb1rd would you please let me know which display mode are you using? extended, clone, collage?
Which is the graphics driver version install on your NUC?
Which media player are you using?