For the tech folks, this is what's happening. On MacBook 2017, not sure about PC.
When you connect Bluetooth headphones to the computer, Sound preferences inside the Mac change from 'built in output' to '(bluetooth headphones)'.
But Max Audio status overrides the computers system preferences, so even tough the computer is set to output the chosen headphones, Max can be set to built in output and the sound will not go to the headphones, but instead to the speakers.
When you change max to the chosen bluetooth headphones, not only is no sound coming out, but the player isn't playing at all. In my case sfplay.
So something in the Audio status is turning off the the sound when Max Audio status is changed to bluetooth headphones, even though the status indicator changes to blue suggesting that the Audio status is on.
Hmmm... I can confirm, that Macs behaves somewhat himerically when I try to work with bluetooth audio devices. Maybe this is a problem related to the infamous T2 chip?
In addition, recently I can not choose (from Mojave) "none" as audio input - which is possible on Windows.
Another interesting phenomena is, for example, some USB cameras: if they have a microphone, they will inject themselves as audio input in Max prefs (and I can not set "none") and finally block audio processing in the patch.