Use VLC to play videos on a PyGame surface

pygame-vlc.py

import os
import sys
import vlc
import pygame

def callback(self, player):

	print
	print 'FPS =',  player.get_fps()
	print 'time =', player.get_time(), '(ms)'
	print 'FRAME =', .001 * player.get_time() * player.get_fps()

if len( sys.argv )< 2 or len( sys.argv )> 3:
	print 'Usage: vlctest <file_name>'
else:
	# Enable in Windows to use directx renderer instead of windib
	#os.environ["SDL_VIDEODRIVER"] = "directx"

	pygame.init()
	screen = pygame.display.set_mode((800,600),pygame.RESIZABLE)
	pygame.display.get_wm_info()

	print "Using %s renderer" % pygame.display.get_driver()
	print 'Playing: %s' % sys.argv[1]

	# Get path to movie specified as command line argument
	movie = os.path.expanduser(sys.argv[1])
	# Check if movie is accessible
	if not os.access(movie, os.R_OK):
		print('Error: %s file not readable' % movie)
		sys.exit(1)

	# Create instane of VLC and create reference to movie.
	vlcInstance = vlc.Instance()
	media = vlcInstance.media_new(movie)

	# Create new instance of vlc player
	player = vlcInstance.media_player_new()

	# Add a callback
	em = player.event_manager()
	em.event_attach(vlc.EventType.MediaPlayerTimeChanged, \
		callback, player)

	# Pass pygame window id to vlc player, so it can render its contents there.
	win_id = pygame.display.get_wm_info()['window']
	if sys.platform == "linux2": # for Linux using the X Server
		player.set_xwindow(win_id)
	elif sys.platform == "win32": # for Windows
		player.set_hwnd(win_id)
	elif sys.platform == "darwin": # for MacOS
		player.set_agl(win_id)

	# Load movie into vlc player instance
	player.set_media(media)

	# Quit pygame mixer to allow vlc full access to audio device (REINIT AFTER MOVIE PLAYBACK IS FINISHED!)
	pygame.mixer.quit()

	# Start movie playback
	player.play()

	while player.get_state() != vlc.State.Ended:
		for event in pygame.event.get():
			if event.type == pygame.QUIT:
				sys.exit(2)
			if event.type == pygame.KEYDOWN:
				print "OMG keydown!"
			if event.type == pygame.MOUSEBUTTONDOWN:
				print "we got a mouse button down!"

After I close the pygame window in which I played the video, I always get that message:
[0000018278c0e800] mmdevice audio output error: cannot initialize COM (error 0x80010106)
[000001827990a070] mmdevice audio output error: cannot initialize COM (error 0x80010106)
[0000018279ab6c50] avcodec decoder: Using D3D11VA (Intel(R) UHD Graphics, vendor 8086(Intel), device 9b21, revision 2) for hardware decoding

Why is that?