http://bugs.winehq.org/show_bug.cgi?id=30143
--- Comment #2 from Andrew Eikum aeikum@codeweavers.com 2012-03-12 11:19:56 CDT --- I tested this on Windows 7 (hardware installation, not VM). It also chooses the Digital output device on Win 7. I get the exact same behavior I described in comment 1; no audio at all until I select "Primary Sound Device," and then I only get audio in-game, not in the menus.
I'm vaguely curious to know if this worked on WinXP or earlier with multiple sound output devices. But I think we can close this as Invalid...