Can't capture an application's audio when screen-sharing
Chrome only supports audio capture from a TAB or from the DESKTOP. If you would like to capture the audio from a desktop application, two popular options include VB Virtual Cable for Windows or Loopback for macOS.
Firefox and Safari only support Desktop audio capture, so Chrome (Edge/Brave) are generally recommended instead.
To capture an application's audio, and not the entire desktop, you can use a virtual audio cable.
On Windows, VB Cable is a free option, you can use it with Windows' built-in "mixer" app to push the audio from the application to the virtual cable. From there, you can bring the audio into VDO.Ninja as needed. There's also Voicemeeter, which offers more advanced routing and features for Windows users.
With macOS, Loopback is a wonderful app that makes capturing audio from an application easy, but it is non-free. For a list of free options for macOS, please see here: https://docs.vdo.ninja/platform-specific-issues/macos#capturing-audio
There are other methods and software alternatives out there to solving this problem, although.