Official comment

This is not a Pioneer DJ problem!
The problem is that the DJM-900NXS2 is a device intended for use with ASIO device drivers which allow use of the multiple inputs/outputs. It's not the standard WDM or PCM drivers which are used by most applications (eg. Spotify, VLC). If you want to use those programs, you'll need to use something like Voicemeeter which can bridge the outputs from a standard application over to an ASIO device.