Afaik, this is a general windows10 (which started on windows8 / RT) issue & mobile devices and used to be called Connected Standby (looks like they renamed it..

) ...
Spotify & their app has been hit hard by this on windows as they can't get a "power-certified" status for their app (for which your app will need to be under a certain threshold to be allowed to play in the background and get connected standby, or so it was the last time I looked into this a few years ago... ).
Funnily enough, even recent windows10 versions do shut down Microsofts' own softwares' sound... i.e. try playing something through internetExplorer (eg youtube), wait for your tablet to switch off it's screen = youtube media/sound gets shut down as well.
At least that's how it used to be on a surface pro 3 & an v1 RT surface for the last years... and last I tried this was earlier this year when surfaceProd4 came out, and it still failed in that regard...
And, now hold on to something... the official work around from Microsoft is/was, 'just keep your screen awake all the time'...
On the other hand, there's some universal-apps that are powerCompliant (tried to find the docs for this quickly but I failed, no idea what I read a few years ago about it... official youtube app was one of the few that remained playing after screen going to sleep).
Yay 2016...
c.