Output Device - not saving?

Hello.. wanted to see if anyone else is having this issue. I have speakers for my PC as well as headset. I have changed the Output Device to be my headset (and back and forth multiple times) but it continues to come through my speakers.

I have to change my entire windows sound setting to come out of my headset to force Fluxer to do the same. This is counter to how I would like for it to work. I want it to be a setting for the Fluxer software not my entire PC. Is anyone else having this issue?