Make sure that you have selected your transmitter as the sound output on your connected device (it will appear as "Nura Bluetooth 5.3 aptX Adaptive USB Dongle").
This varies across handsets, computers and gaming consoles, but generally you can find the "Sound Output" section within the "Settings" menu of your connected device.
For support specific to changing audio outputs on your connected device please refer to the device's user manual or manufacturer's support team.