I think he's using construct classic, not construct 2.
By default the xaudio2 plugin is not global so it gets destroyed when the layout ends.
Make the object global (It's an object property) so it won't be destroyed when the layout changes.
If you do that you next need to make sure there is only one xaudio2 instance. The usual way is to only have it in the first layout your game runs and on none of the other layouts.