For some reason (not entirely obvious to me) Raspberry Pi specifically requested that I remove the audio selection from the preferences.
You can now change the audio using the standard selection system in Raspbian which unfortunately is a little hidden.
Heading to the Raspberry Pi documentation here:
You’ll find the relevant information:
Right-clicking the volume icon on the desktop taskbar brings up the audio output selector; this allows you to select between the internal audio outputs. It also allows you to select any external audio devices, such as USB sound cards and Bluetooth audio devices. A green tick is shown against the currently selected audio output device — simply left-click the desired output in the pop-up menu to change this.
I hope that this helps 