Hello.
This problem was in Windows 7, and I thought it is bug of this OS, but a few days ago I switched to win10, and the problem is exactly the same
I have speakers that are connected to the sound card of the m/b and are specified as the default device in Win10 sound settings, and there is a headset that plugs into USB, witch is sets as a device for communication. I have always indicated to use the device for communication in the BNet client, in the Overwatch settings and in the settings of other programs and games. This works in skype, discord, cs: go, WOT, WOWS and other applications, but this setting does not work in Overwatch… I have the sound of the game going to the headphones, but voice chat sounds from the speakers … And the sound of voice chat comes from the speakers until I set the headphones as the default device… If you hover over the selection field, the default sound device is displayed in the pop-up window, but there should be default communication device.
In general, if you specify the device for communication for voice chat, the default device continues to be used, but should be used the device for communication.
Repair it, please. I will be very glad if the issue is fixed before the release of the second version. 
And I can’t attach links, so no screenshots here…
Thanks.
Best regards, Nikolay.
I have the same issue with my Astro A50. It has A50 Game and A50 Voice as two seperate Devices however if I set A50 Voice as a communication device and set voicechat-device in the ingame settings to communication devices the VC still goes over the main device which is A50 Game. No fix since December?