do you run several soundcards in your computer? Soundcards also mean i. e. USB headsets, Bluetooth dongles that provides audio, a second, third physicdal soundcard etc.?
So probably NVDA uses a quiet soundcard.
I only run NVDA in German language so I can't tell you the right terms of the menues. In the main settings, open the first one (settings?), and than the second menue (Speech?) and tab for the list of available sound output. With cursor up/down you can change the soundcard your voice speaks through.