I am using my Mac Mini to watch movies and listen to music, I have two options when it comes to audio output device.
1 my USB DAC
2 optical output
I use my DAC when i listen to music using iTunes and other streaming services.
I use the optical output when using Plex to watch movies and TV-shows.
whenever i am going to use either of these outputs i have to go in to system preferences to change the output device.

The Feature i'm asking for is the ability to change output device in Plex system settings instead of the now general option regarding what kind of output I'm using.
if i pick Digital out in Plex it stays that way regardless of what's chosen in system preferences. 
There are other OS X apps that have this feature, Garage band for example 