WASAPI Exclusive/Event mode leads to buzzing noise

Thanks go to Maurits from MSDN for helping me figure out the answer.

The WASAPI documentation instructs that a period of audio should be sent to the device before starting to avoid start-up glitches. The buzzing noise heard here qualifies as one of those. The reason that only my amp, which is a USB connected device, had this problem while other non-USB devices did not (the other two devices include the built-in laptop speakers and an HDMI-connected TV monitor) is because it uses a different kind of streaming than the other two (“standard streaming” instead of “standard looped streaming”).