My primary desktop computer has an integrated audio device on the system board and a USB attached Blue Yeti microphone. Great mic, it makes me sound good on online meetings and that's a win. The Yeti in addition to being a high quality microphone also has a headphone jack underneath, which has a very high quality DAC and permits great music playback as well as the ability to hear yourself when you talk in online meetings. In my view, that last part is kindof not needed, but it is there and if you mute the microphone, you can listen to music without hearing yourself type. With two audio devices in the machine, Windows allows easy selection of default audio device for playback and default audio device for recording and as you may guess, my configuration is to use the Yeti microphone for recording and the system speakers for playback. Now, add Skype for Business audio conferencing and you'll find that when using the Yeti as microphone, Skype absolutely INSISTS on using the headphone audio connection on the Yeti as audio playback device - a device which normally has nothing plugged in. The result is that when you join meetings, the audience can hear you, but you cannot hear them.
I struggled with this for a bit, using phones to dial into meetings. I have since found the configuration screens to tell Skype to use the system speakers for conferencing.