I work in technical support for an AV integrator, I get asked questions like this fairly often. Essentially, an audio playback system has three parts: the source, the distribution, and the sinks (the amplifiers). In a traditional system, your computer and MB make up the source only. Getting the audio to various rooms is handled by other hardware that keeps everything in sync and prevents signal loss. Computers can send multiple audio streams through multiple outputs, but the intention is usually to send different audio to each output or mix different audio streams to the same output. They just aren't intended to distribute audio the way you are asking.
To be fair, many home audio systems are now pieced together from small components with either ethernet, WiFi, or BT connectivity. While MB might be able to be configured to output on multiple audio devices simultaneously, the audio streams will likely be out of sync and, if you can hear more than one set of speakers, it might be unusable for you.
As other users have mentioned, there are other options out there for managing your audio throughout your home. They do require new hardware.
Home Desk ~ MB 3.3 Portable • Questyle CMA400i (ASIO) • Sennheiser HD 660S (balanced) / Audeze EL-8 Closed Back / Fostex TR-X00 Ebony • Teac AI-101DA • Jamo C93 + Dayton Audio SUB-1000
Work Desk ~ MB 3.3 Portable / Tidal • SMSL SU-8 v2 • Nobsound NS-05P • THX AAA 789 • Sennheiser HD 58X (balanced)
OTG ~ FiiO M11 • Audiofly AF180 / B&O H6