Suggestion: Setting to choose Audio Output

[Alricus]

TL;DR

Please add the possibility of choosing the device on which the sound is to be outputted.

What

I would like the possibility to choose on which device the game sounds are outputted.
This is what we have now:


And this is an ugly mockup of what I would like:

Why?

I like working on multiple Displays and do multiple things. Like watching Videos with my wife on speakers and play Videogames on Headphones.
Using a Program to route the Output worked fine for some time until Win10 decided that that was a thing the Programs should do on their own.