Found the culprit!
I was having the same problem here and, boy, what a mess!
My "Enhancements" tab under the device property on Windows had every little box unchecked, like "Bass Boost", "Virtual Surround et al.
When I clicked on "Disable all enhancements", the sound from Groove became the same as in my DAW.
So, thank you Windows for saying that not having anything selected isn't the same as having everything disabled...