Unfortunately the audio auto switching isn’t 100% reliable. It can happen that a game already has fully initialized audio before vorpX hooks and tries to switch the device used. If you experience issues with auto switching regularly, the best course of action is to disable it and instead change the default playback device manually as required.
This can be done either by using Windows directly or in the vorpX config app (trouble shooting page).
The Windows way differs a bit depending on your Windows version. On Windows 10 it’s straight forward: click on the speaker icon in the taskbar and then on the active playback device, then select the desired device from the list. On Windows 7/8 right click the speaker icon, choose “Playback Devices”, then mark the desired device as standard device in the dialog that pops up.