This will only arise on certain computers and is not always the case!
This issue is best described as a limitation of the PC.
The sound card and the USB are two separate audio entities on the PC. So, the function that you are wanting is only able to be performed by your PC when using an analog headset.
So, if a headset/microphone is plugged into the sound card (it would be an analog headset) this can work.
If a headset/microphone is plugged into the USB port (it would be a digital headset) and this would not work.
This is a limitation of the PC, as it can not integrate USB audio and sound card audio signals at the same time.