Click on the Taskbar Corner Overflow icons Then, click on the arrow ... Note: You will not be able to choose if you do not have multiple audio output devices. Exit Game Bar when done.

In Device Properties, next to the device icon ... can connect multiple devices at a time and choose which of them to use at a time. Windows 10 also allows you to rename the audio output devices ...

Apple changed this behavior in iOS 14.2 and iPadOS 14.2, which you may not have noticed unless you regularly use multiple outputs ... Tap the AirPlay icon to reveal the list of destinations.