I have exactly the same problem with my Kenwood TS-590SG and discovered a work-around by accident.
When I press the corresponding "F" key, the radio keys up but no audio is broadcast.
Unplugging the USB cable from the rig to the PC will cause the audio to play through the speakers of the PC but of course no rig control.
Pressing the corresponding "F" key TWICE.
First press keys the rig.
Second press plays the audio file.
Does anyone know a way to make this work with ONE key press?