This is a TV feature and its availability depends on your TV make and model.
For many models of TV, the built-in speakers might not work if you choose to use an external speaker. They will either automatically mute when you plug something into an audio output port (AUX, RCA, Optical, etc.) or they become disabled once you choose "External Speakers" as your TV's audio output. Some newer TVs however, allow you to play audio from both the TV's internal speakers and an external audio device simultaneously. For example the newer LG TVs with WebOS versions 3.0 and 3.5 have this feature but Samsung TVs still do not. In the LG TV WebOS 3.0 / 3.5 example, you can enable this feature by changing the TV AUDIO OUT setting from "Internal TV Speaker" to “Internal TV Speaker + Optical”. Now all audio will simultaneously come from both your TV's speakers and the device connected to the digital optical audio output port.
If your TV does not support this feature, then you can consider the Avantree Oasis Plus + Audition Pro and an external speaker. The Avantree Oasis Plus has a convenient bypass feature which allows you to share the TV audio simultaneously with an EXTERNAL SPEAKER and a pair of Bluetooth headphones.