(Redirected) Dell U2414H and connected speakers

Couldn't find an answer under Support for Dell U2414H. Googling it didn't help either.

Connected the speakers to Audio-Line out. All works fine, but as soon as the screen turns off, the speakers stop playing. I know there's a way to keep USB devices working with screen turned off (and it works), but it doen't seem to do the trick for speakers. Is there any way (apart from never dimming the sreen off, of course) to make speakers work (connected to monitor)?

Surely, I can connect the speakers to a PC soundcard, but that's not the question.

Thank you in advance!