Wine CFG does not apply when I run an application

[HotCoffee]

I opened winetricks, set the audio drivers to ALSA, then I opened WineCFG and in the audio tab I chose the output device I needed. I pressed "Test Sound", it worked.
I rebooted my pc, then I ran a game with Wine and the sound still played on the initial audio device even if I changed it in the CFG.
I should mention my setup consist of my laptop connected to a bigger monitor. The bigger monitor is the device I want the sound to come from. When testing with WineCFG the sound comes from the monitor but when I run an application the sound comes from the laptop.

[jkfloris]

then I ran a game with Wine and the sound still played on the initial audio device even if I changed it in the CFG.

Does the game have an option to change the audio settings?
Are the settings in winecfg still correct after a restart?