I have the same issue, and this seems to have been an issue for almost a decade now, judging by other posts on this forum. I found a post from 2017.
I have an LG TV from 2019 with webOS. It is running the latest updates to the TV and the latest version of Plex as of writing.
Same issue: I have let’s say some show with English audio and Japanese audio. I select Japanese, and that track has a check mark in the UI and everything, yet still the English audio plays. Utterly frustrating. I’m guessing either that language is marked as the default in the media container (edit: yup, that was the case), or there is some issue with Plex’s settings or audio selection logic.
This only happens when Direct Play is enabled. With Direct Play disabled, the correct audio plays fine. But with big content like 4K HDR video, you get stuttering when it is forced to transcode on the fly. Not a great experience. Direct Stream also seems to cause stuttering, which Plex documentation implies shouldn’t happen because “Direct Streaming a file uses very little processing power”.
Can we get an update after almost 9 years of this issue, so we can actually watch our content?
For the record, Jellyfin handles this fine, which is free. I hate to have to recommend another system to my peers, but if this isn’t fixed, I will most likely do so and migrate myself as well. 
It’s been years of this issue now, personally as well.
I’m also trying to watch movies in my own language with my kids, but it just won’t work unless I remux the media with only our own language left in the file. Selecting the correct audio just won’t play it. E.g. if I have a video with English, Danish, Swedish, Norwegian, and Finnish, it will only play English. Selecting any other language only ever plays English. (No language is completely silent as some people have reported.)
Thank you for your attention to this matter. 
Please, please, I beg for an update. 
