Cannot disable voice prompts during exercise.

When Im at the gym and with music and during activity, I hear a voice prompt with every lap/set which pauses the music coming out of the 5X+ and I don't want that. I cannot find a way to turn that off.
I saw there is a setting in the Garmin Connect application, Activity settings that I can turn off the lap voice prompts but it is already OFF. I played with that but that didn't help at all.

So my question is, is this the way to turn that off, via the Garmin Connect application? or there is a way to turn this off in each and every app on the watch?