No sound tutorial video when Cubase is turned on

Using it with Apple 10.8.2 here and a UR28m I am able to launch videos from the hub. I am also able to hear the audio from the videos as well as hear Cubase playback at the same time. This is also consistent when I bring different app windows to the front. I would make sure you are using an ASIO driver as Cubase was designed to work its best with one.