That's more likely an issue with the connection to the headphones not being persistent, an inherent limitation due to how Bluetooth works. Rather than looking for the solution here, you may want to check whatever configuration tool comes with those thingies and create a fixed pairing on a fixed Bluetooth channel set or enabling some sort of compatibility mode. That no doubt would greatly increase chances of the setting also sticking in AE...
Thanks! I definitely did try that first... (trying to find a solution with the headphones). You can't find any info about them online/their website. Regardless though, After Effects will not allow me to play the audio output through any other device except for the Mac Pro tower - even playing it through the LCD Cinema Display won't work.
Thanks for your reply
I had the same problem, but with cheap wired earbuds. It turned out to be a setting in After Effects > Preferences > Audio Hardware.