Right now the desktop app plays audio through the output selected by Windows. This means that other than Deezer audio, I also hear other Windows sounds such as warnings, Teams notifications etc.
If the desktop app had an option to override the Windows audio output you could set it to another source and allow only the Deezer output to flow through your headphones. Tidal has this feature and it’s great. It could be implemented with a simple toggle to allow users that doesn’t like it to turn it off.