Volume control is changing 2 sources at once

Hello there,

When I use the volume control shortcut to increase or decrease voice, I notice it controls both my headphone and my monitor at the same time. Also, I notice the pop-up that appears with the shortcut is the one of the monitor, not the headphone.

This video explains what I mean https://drive.google.com/file/d/1K_Ltc8-Tn_UH79tKpTuL1IaIVqLPusiE/view?usp=drive_link

Thanks in advance.