Perhaps because iTunes is your system default player. To change defaults use the same principle here but apply it to mp3's, m4a, etc. See
Setting Default video app I'm guessing iTunes is already your default player. What you need to do is disable LW's media player. Go to LW's menu Tools>Player & untick option & press apply. Need to wait till next time you open LW for it to take effect. So then when you launch a song from LW's library, iTunes will play it.