ANd where you find it?
It's in MC's Options, not Windows' sound options.
ASIO is naturally exclusive so that option only applies to a wasapi output
Not exactly... most ASIO drivers are actually shared for PCM, meaning for PCM if you playback media (e.g. in a web browser) at the same sample rate as the media playing back in MC via ASIO, you'll hear both with no way to actually force enable exclusive for ASIO PCM. Out of the DACs I've had over the years, only Schiit's ASIO drivers have been exclusive for PCM. iFi's ASIO driver certainly isn't exclusive for ASIO, sadly. This has been a somewhat dealbreaking issue for me for the last 5 or so years now, which has forced me to use WASAPI exclusive.
ASIO is exclusive for DSD though.