Win: Share audio devices?

So I noticed that on Windows it’s often not possible to have two applications use the same audio device at the same time.
For example if I assign Reaper to use my USB ASIO audio device, then opening Cubase gives me an error, if I try to use the same device there.

The same happens, if I use the audio device inside a JUCE standalone application.

I assume this is simply a Windows thing, and nothing that can be done by us developers to fix the problem? I guess I am spoiled by having worked on Mac so much, where all of this works smoothly. :smiley: