Solution: From the call window open the keypad and enter then enter a number. If the keypad does not appear click and drag the call window to the right until the keypad appears.
Solution from CITES:
1) With Lync not running, set speaker and microphone to USB headset in System Preferences -> Sound
2) Launch Lync
3) Change speaker (and microphone) to built-in
After this, all audio, even the ring from Lync, is played on the built-in external speakers, but when in a call the headset is in use. Obviously this is broken behavior and works best with a desktop, and you would have to repeat these steps anytime you reboot.