I have a fix for this (although it means sacrificing your "Monitoring Device")
First go to Settings>Audio>Advanced and set the "Monitoring Device" to whichever TV or audio source you plan on sending to.
Then go back to the "Audio Mixer", right click on the gear of one of the tracks and select "Advanced Audio Properties"
Finally, uncheck "Active Sources Only", go to "Audio Monitoring" and change everything to "Monitor and Output"
This should send the "Program Audio" to your device no matter which scene you switch to. If you have a track that you don't want going through, then change it back to "Monitor Off".
If you want to communicate through the audio device (with a mic source) without it going through the recording or Livestream, then change the track to "Monitor Only". This is perfect if you have a screen in another room and you need to announce something like; "That's the end of the meeting" or "Someone left their car lights on" etc.