I've found the AH sounds setting to be a bit buggy at times. Sometimes, even though it displays the proper devices.. it's still not right, especially if something changes. Often it's a matter of changing it to something else (even if its the wrong setting), hitting OK, closing the clipboard, opening it back up and then changing it back to the proper settings.
I have my windows default set up to the speakers plugged into my onboard sound and I have Aces High set up to use the "Audio Advantage" USB drivers for my old Turtle Beach AKR8 headset (It's the HPA2 headset but connected to a USB adapter). Every once in a while I will accidentally unplug the headphones while Aces High is running (or I will load Aces High with them unplugged) and Aces High will under those circumstances revert to the onboard sound, playing sound out of the speakers HOWEVER the sound settings will still be pointed to the "Audio Advantage" Turtle Beach device, even if I plug the headphones back in. Then I have to manually change it to something different, accept the settings, and then change it back before it will work properly again.
I hope this makes sense?
(For the record, after 3 years of service one of the right side speakers is starting to sound scratchy and I will be replacing the AKR8 with the HPA2 and maybe even purchasing a sound card in the near future)