would be nice to be able to change from default audio to headphones right from the movie/music screen
This mostly depends on the OS. Some will automatically switch when headphones (wired or bluetooth) are connected.
sorry should have mentioned kodi on windows
Audio profiles switcher (among others) lets you do that. You can switch with a remote press or - with a teeny skin edit - from a button in the OSD.
There's a wiki, a thread here and it's in the kodi repo.
Works great.