@puneethrajg777,
So when I was testing this, I also through I was seeing the same issue as you. However, I found that I needed to adjust the Windows recording feature settings to get it to work. Since the browser is not a “game”, the default setting for recording audio won’t get what you want.
Instead, hit Win + G to open the Windows game bar, click the “gear” icon to open Settings, then Capturing on the left-side menu. Here, under Audio to record, select All.
Now when using this feature, it should capture all sound regardless of source.