Ideally audio should be outputting to all available devices. If this is not possible, at least default to lineout.
All OSes, including Windows, default to HDMI or Bluetooth when connected.
If you select Line Out and reboot doesn't it keep the setting?
Even if there's no audio device connected to the HDMI?
Yes, after reboot, the system is able to keep the setting to line out.
It might be your display is reporting as a TV rather than a PC monitor and therefore deepin is assuming your display device has audio aswell.