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the main reason is most probably that laptop speakers and HDMI output are two different sound devices (aka. sound-cards); and JACK can only handle and take over one sound device at a time.

that is not that you're doing anything wrong, or a nasty system problem. It's just that it's structural rather fundamental way of working with JACK and ALSA on Linux systems.

hhere are a few several ways to overcome this kind of restriction and all them involves a significant lot of technical knowledge about JACK-to-ALSA bridges, Pulseaudio, etc. Not a subject for the absolute beginner may I say :)

but, if you really want to really want to get start having your "hands dirty", I'll give you a hint: try running from terminal/command line: alsa_out -d hdmi-device-name ... right after JACK is up and running. You have to know the correct hdmi-device-name and other parameters that must be fitted to the HDMI device in particular (eg. number of channels) and to the running JACK instance (eg. same sample-rate) and other. Please take a look that alsa_out --help and read man alsa_out.

of course it also helps (a lot) if you use QjackCtl or Cadence to manage your JACK setup, always.

hth.
cheers