There are other applications that have this issue so it's not just Trainz that's having problems. The issue is how the audio is accessed. Some applications use the audio passively, such as a browser for example. With a browser, the operating system is doing the work and any application that needs to output sounds does so through whatever means is provided. Applications such as games, yes this does include Trainz, Arma3, Cities: Skylines, to name a few, and other audio-specific applications such as those used to edit audio, access the hardware directly via the driver provided by the operating system in order to optimize the performance. What this is doing is it's removing the extra layer of the operating system getting in the way, and the applications talk to the drivers through their own connection. When you disable your Bluetooth device, you are actually disconnecting the hardware driver, without reinitializing a driver connection to the software, and this causes the programs to continue to point to the Bluetooth port. The only way to reconnect to a new hardware device is to restart the program since the original port and connection isn't there any longer and let the program find the new device that's now connected.