100% Agree. What's wild is even Xbox has this feature. Going from streaming from Xbox to streaming with a dual PC setup and have no way to make this work. Even the stereo mix work around won't work. On Xbox you could output sound through your Wireless headset and HDMI at the same time allowing you to capture game audio on your streaming PC.
Now I have to spend a big chunk of money on additional equipment so I can continue to play games with 3D audio through my headset and output it to my streaming PC, or just go back to Xbox. You'd think this basic function would both exist, and be simple given it is on one Microsoft platform already.
What a bizarre oversight for Windows.