You could vote here, but it’s not very popular. I guess people just prefer manually selecting an audio track.
Another posting, but not a “feature request”
And at least 2 or three others on the forums. The best part about the “auto-selection” that Roku or PMP does, is that you never touch the audio track selection. So, as you move from device to device, it just plays the right track. The big problem, as far as I’m concerned, happens once you select a track. Plex remembers that forever, and applies it to all devices. So you end up with no audio or transcoded audio.