Fellow user here. Did you install Roon (which includes the Client and Server) or just the Client? Roon takes exclusive control of an audio output and while you might have closed the client, the server is probably still running.
Assuming Windows, try going to the notification section, looking to see if there is a Roon Icon, right clicking and choose Quit. After verifying the icon is gone, try switching audio outputs.
I would also, while you have right clicked on the RoonServer Icon, make sure, “Launch on startup” is not checked. When unchecked, the Server will only load when you start the client.
As Rugby correctly pointed out, Roon holds exclusive access to the audio device while running. In addition to quitting Roon Server, please also check the Windows exclusive mode setting:
Right-click the speaker icon in the taskbar → Sound settings
Find your Sound Blaster AE-9 → click Properties
Go to the Advanced tab
Under Exclusive Mode, uncheck “Allow applications to take exclusive control of this device”
This will prevent any application including Roon from locking the device and blocking the Sound Blaster software from switching outputs.
Wanted to follow up on this. Were you able to quit Roon Server and check the Windows exclusive mode setting for your Sound Blaster AE-9, especially the option that lets applications take exclusive control of the device? If you tried that, let us know what changed, thanks.
We have not heard back from you, so we will go ahead and close this thread due to inactivity. If you need further assistance, please submit a reopen support request via the technical support help form link and specify that the issue be reopened. Thank you.