Not sure if this will help anyone (most of you probably already know this) but I just wanted to share this 'revelation' (well, it was for ME).
So, for context - I'm not exactly a young or avid gamer (so not exactly Tech-savy), but I've been playing ESO for about a year now. Initially it was on my TV but recent Microsoft inovations have meant I can now remote play on my PC / laptop or phone via the xbox App or stream the game to my device. Whilst the experience isn't briliant (on the phone at least) it does mean I can carry on playing ESO while my wife watches the TV. I can connect the controller via Bluetooth and then plug headphones into the controller and get Audio.
The difference (between TV sound and Headphones) is unbeleiveable. To the point that when I next play on my TV I will still use headphones. The nuances of different sounds, direction and distance are so much easier to gauge with headphones. During one particular gaming session on the TV a few months ago - I heard an NPC calling for 'Help'. I searched around and around to find her - to no avail, until I eventually gave up. Then, recently whilst playing on my laptop with headphones I heard someone calling for help and was able to quiet easily work out (via the sound) where they were.
So, for anyone currently using TV sound - you may want to plug in some headphones and hear the difference.