The first time you hot plug (plug in when the device is on) HDMI or DP speakers, you won't hear any sound for about 20 seconds.
The first time you plug the speakers in, Windows has to query some information. Subsequent times you plug it in, this won't happen, as the information is cached.
Microsoft is aware of this issue with Windows 10.
Article ID: 3124888 - Last Review: Dec 17, 2015 - Revision: 1