When changing the default playback device on a computer Minecraft will continue to use the old one. The only way to update it is to restart Minecraft completely.

Steps:
1) open MC
2) go into a game or anywhere you can easily get sound
3) change default playback device
4) notice it does not change and continues to play on the one MC opened on,

When this normally happens. Turn minecraft on with speakers, then plug in headphones, or you already have headphones in and you use whatever audio manager of choice to change to speakers as default device.