The notification sounds for direct messages, text messages, etc. routes to the same speaker/audio that is chosen for phone calls. For me, I use a headset for the phone, but I don't wear the headset when I'm not on a call. Because of this, I don't hear any notification sounds and miss direct messages/text messages. Since there is already a setting to allow incoming phone calls to play on my computer's speakers, I should be able to set it so that notification sounds are routed to the computer speakers, as well.