Ah, that's odd. They should always be looping once selected, as the game engine is playing them on loops and resyncs them every few bars. And switching the loops should automatically stop one and start playing another, so them stopping even then is unusual. Even if they're not marked as "active" or the volume is down, they should be playing, just muted...
Someone on YouTube posted their jam (loops start at around 0:47), so when you do the same, it doesn't play them?