I don't think you have used a Mac recently then. When you plug headphones in, the sound outputs through the headphones. And it works if the computer was off when you plugged them in. Or asleep. Or closed. I probably care way to much about this.
> When you plug headphones in, the sound outputs through the headphones.
That's how Windows 10 behaves for me. I already knew it, but just tried again for you playing a movie using VLC and plugging in my headphones. Works like a charm.
No nothing. Also, forgot to mention another test, went to hibernate while the sound playing through laptop's speakers, plugged in headphones while the machine is off, started the machine. Sound was coming through the headphones after the boot. I'm on a t450s.
I think that's a vendor implementation. I used a Lenovo for a long time, worked perfectly without a pop-up. Just got a Dell XPS 15, it pops up a prompt when I plug stuff in (but it also allows me to set a default behavior, so.... ️
I'm consistently baffled by MS. It employs some incredibly smart people, but reliably generates consumer products that are bywords for uninspired user hostility.