Clarification Dualsense PS5 on Steam Games

I don't own a Dualsense but I'm 90% sure than that kinda functions would need to be implemented on a case by case basis by the developers porting those games, which means that some might carry those features but most likely won't. These days even something as simple as force feedback is a bit of a minefield of half-assed compatibility on PC so I wouldn't hold much hope for more complicated stuff like playing audio through the controller's speaker, specially when currently the gold standard of compatibility appears to be steam-input and it only really cares about buttons, sticks, triggers, and gyro.

You'll have to do research on each specific tittle, sorry.

All you need to know about PC Gaming with PS5 Dualsense Controllers
https://www.pcgamingwiki.com/wiki/Controller:DualSense
Support in Games section is what you want to focus on, eg.
https://www.pcgamingwiki.com/wiki/List_of_games_that_support_DualSense
But they have separate pages for each feature support.

Sometimes when I connect my dualsense it switches audio and microphone to it😅
But to understand, do you mean you have the game in headphones let's say and then in controller you get the sound from collectibles (for last of us)?

A DualSense used with Steam CAN support all the features it does on PS5: speaker, adaptive triggers, haptic feedback, touchpad, gyro. Haptic feedback requires a USB cable, everything else can be supported in wireless mode, too. Some older games may require the cable even for adaptive triggers (see the great Wiki page linked above). Current Sony-published games offer feature-parity with PS5, while other games may not (see Stray) wven though they do support the DualSense itself.

Worst case, you use Steam Input which transates your DS input into "Xbox controller" input and you'll see Xbox button prompts on screen. More and more games now offer either auto-detection or a setting for prompts, even when they don't use any of the DS's more advanced features.

All in all, as of today, a great choice, especially if you can live with a USB cable and you like Sony-published games.

Edit: I forgot the microphone and the dynamic light bar. These also work on PC.