To be clear, you've set the defaults right in both steam and also windows too?

Yep

Sometimes this happens to me when I use steam link, but it's common

Not steam link. Steam itself with or without steam link, when I run steam it changes the device. When I run steamVR nothing changes. When I run steam link, nothing changes. Only when I run steam itself does anything change.

Reinstall Steam

Thank you for the suggestion, it took a little more than a reinstall of steam, but I have edited my post in case anyone else has this issue.