Hi,
Thanks for your post in Microsoft Community.
I understand that you are having issues with other audio being interrupted while on a call.
You can open Settings - System - Sound - More Sound Settings - Communication
Modify the option from "Mute all other sounds" to Reduce the volume or Do Nothing.
Save and exit, at this point you should be able to listen to music or play games while on a call without being interrupted.
Let us know if it works.
Kirk | Microsoft Community Support Specialist