Musescore opts to use latptop speakers even when headphones are connected. This is despite a test confirming that general sound from the laptop is coming through the headphones.
It usually helps to connect your desired device before starting MuseScore. But if you change devices and your OS does not communicate this info to MuseScore, you should be able to go to Edit / Preferences / I/O and select the new device manually.
if you continue to have trouble using MsueScore, please ask for help on the Support forum and include more details (what version of MuseScore, what OS, what devices, etc).
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It usually helps to connect your desired device before starting MuseScore. But if you change devices and your OS does not communicate this info to MuseScore, you should be able to go to Edit / Preferences / I/O and select the new device manually.
if you continue to have trouble using MsueScore, please ask for help on the Support forum and include more details (what version of MuseScore, what OS, what devices, etc).
Also note that MuseScore 3.3 is very outdated, see #313298: MuseScore in Microsoft Store is outdated, still at 3.3.4; remove link on Download page