Just got Just Dance 4 last weekend for my family. We were playing it and noticed that the music was playing thru the wiimotes. Not all of them but most of them. Thought that there was a setting for this but can't find it. This is the only game that it does it with, so is it the game???
By clicking the home button (the small one with a blue house on it) with each Wii Remote, you should see what the volume for that particular remote's speakers is set to.
There may be options in the game as well, but I don't own it and therefore have no knowledge of said options, if any.