Audio output selection doesn't have any effect

[Vangelis Skarmoutsos]

Trying to change audio output device either to Analog or to HDMI, using the speaker icon at the top right of the screen, does not change the actual device used. Although the selected option is checked with a green V symbol.

I used a monitor with embedded speakers connected using HDMI cable and headphones connected to the 3.5mm jack on RPi. Each output produces sound only when using raspi-config to set the desired output and then reboot RPi.