> You can’t swap sound outputs while an application is running.

Then the application in question wasn't properly written and assumes that the output sound device never changes. About the only application running on my Windows gaming desktop that doesn't follow the sound adapter I select (headphones, integrated, USB DAC, etc) is the Java version of Minecraft.

I use MacOS, Linux and Windows and every single one of them has their own different pile of warts to deal with.