So I’m on Linux. I just got a Fiio E10k. And hooked it up. Everything seemed working. Except clementine wouldn’t output audio. VLC / system sound worked fine. After some googling. The correct answer is

sudo apt-get install gstreamer0.10-alsa

And now I have perfect clementine audio over usb to my Sennheiser HD 650. Life is good.

Forgot that you need to change the preferences from within clementine to use audio sink (alsa).