Some applications do not like to follow Windows's "App volume & device preferences" routing assignments. We have found that EarTrumpet seems to make those assignments "stickier" so that they actually hold their assignments.
NOTE: "System Sounds" is controlled by Windows and is not able to be routed anywhere besides the set default device.
Though in some instances routing through EarTrumpet will not work at all, this is usually because the application's design does not allow for routing to other devices. This will mostly affect older indie games, but can include games like GTA 5 and Escape from Tarkov.
The alternative we suggest for this is to set your default device in Windows to the "Game" device instead of "System", as most apps that you would want to play to system will be able to be routed to the "System" device anyways.
If you have never used EarTrumpet before one of our wonderful discord MVP's has a great video briefly explaining how it works.