Here is another possible reason why someone could have this kind of a problem...
In my case, I was using the DFX Audio Enhancer.
After I had set my Bluetooth speaker as a default audio playback device and started playing a song, I noticed on the control panel for Playback Devices (and heard with my ears, of course) that it still played through the laptop speakers.
I tested the Bluetooth speaker under Properties, and everything was OK.
Then I tried turning Bluetooth on and off, and then the DFX, but it still played back through the laptop speakers.
Finally, I went to the DFX menu and saw a "Playback Devices" option, under which I had speakers and the Bluetooth speaker. I selected the Bluetooth speaker, and it finally worked.
So, it may be that you're using some sort of an audio enhancement/processing program that does audio device routing you may be unaware of.
I don't have 10 rep here, but i do have an answer. Root cause: BT device provides 2 services -- stereo and hands-free. By default Windows will use hands-free as a main. Disable that (Start - Settings - Sound (left) - Sound control panel (right) - Playback tab - (Whatever your hands free device is) - Properties - Device usage (bottom) - Don't use this device (disable). After that you may need to disconnect and reconnect your BT headset. – Andrey Lebedenko – 2019-03-03T17:53:31.030