FFXIV sound does not switch if you switch from speakers to headset and vise versa

[Ralemont]

Really I am able to use speakers or headset at any given time without restarting the client. How are you trying to switch audio?

When I plug in my headphones my computer automatically recognizes them and switches the default audio device to headphones, yet 14's sound still comes out from the speakers. In GW2, for example, plugging headphones in switches the game's audio to headphones automatically. Is there something I have to change manually?