I think the problem is that if the audio is actually coming out of your soundcard and into your speakers, it's going to be possible to intercept that stream at some point and save it to an unencrypted file. It's like embedded videos on websites. As long as the pixels end up on your screen, it's possible to intercept that stream and save it to disc. Hence the browser plugins you can get for saving embedding videos. And look at things like Spotify - you can download apps which save Spotify tracks into an MP3.