Because most games or apps just use what system tell them, that is in the OS and what software or drivers work in it.

You cant even change headphones in game, because output device was set then game was started.

( require total change in OS and how sound is handle , and i doubt they will ever do that with
i have only seen Laptops might get aware with it, because some apps can do this but most games will not do this. )

You can swap in OS desktop , but not ingame.

See how complicated a simple issue is, and yet its not that simple.

I could have said we other have learn to live with it, not sure you will have accepted that reply, but now you understand why we say and accept the ways pc is.

I did not say its not right you ask or want this, but after 3-4 decads with it, its now been seen as standard or thats the way they have done this.

We could also say setup your gear, then it will work with that.
and porblem here how should game know you change gear, require to much programming in check system change or allowed updates change pass into static input what system told app.

ps.
im not sure gamers want more system resources waste on hardware change while things is running. we are already sensitive in lost performance with any games we play, this will effect all games, and the consequence for it, a chapter most pc user will be unhappy with just because we change hardware while we play a game. ( not recommended ever. )

Feel free to test this, change usb keyboad or mouse in game, do not do that with games you dont have a save game in and see how lag and consequence for it, you can lose controll in game and crash or worse things like frozen pc even, why i post it so pc user get chnage hardware and output have consequence and why it might never get or should be possible to do.


ps.
You also forget change gear also mean it have to DL its software from MS or keyboard software drivers, there is simple to many worst possible ideas with it, while in a game.

And we are back at OS or system most know gear before you start the game.

Use windows controll panel in sound device in whats is default for you now or want to change this into