It would be a Tuneblade thing.
Some applications, particularly audio applications, can be installed only for one user, or to work for all users. It is often an option during the installation. Even if all users can play to Tuneblade, that doesn't mean that an application one user was playing audio with would keep playing when you switch user, essentially in the background. That could also be a Windows setting, or change a Windows Update has installed.
Search the forum for Tuneblade. You might find some relevant information, as there have been several detailed threads.
Also, it is not usual to start audio playback using one user, and then switch to another user and expect it to continue playing. That would be kind of confusing if some website the original user opened kept playing videos which could be heard after you switched to another user account. I guess for that to work you would have to be using Direct Sound as well, so that Windows mixed (and transcoded) the audio as required to keep sounds playing from both user accounts.
So the real question is, why are you doing that?
I can think of some reasons, since MC does install a lot of itself in user-specific locations, including the Library, but I am wondering specifically why you do that.
