Sennheiser usb headset won’t work

I have a 2017 13 inch MacBook Pro with four thunderbolt 3 ports, I have a satechi usb c hub connected and the usb headphones plugged in, but the audio is still coming out of my Mac. I have gone into sound settings and changed both input and output to the headphones as they are detected but still the audio is not coming through the headphones. I have tried plugging the usb hub into different usb c ports on the mac but still no solution