VoiceAttack uses Windows media components to do its thing (normally). Using those components, VoiceAttack is only able to use the default output device. The audio device that TTS uses can be changed (globally), but the media components are not so nice. There is a feature in VA called, 'legacy audio' which uses the built-in sound player objects. This was what VA used in the very beginning, but then if you wanted to do more things (like adjust volume, get the audio position, etc) you would need something like Windows media components. I left in the functionality of what is now, 'legacy audio' for those that can't/won't install Windows media components. If there are no components installed, VA will drop back into, 'legacy audio' mode... or you can select it yourself. Since there is almost no functionality in legacy mode, you will get warnings like you got.
I have a mess of code written to allow VA to change the default audio device, it just needs to be integrated meaningfully. Waiting on this full release before stuffing that code in
Also looking at other methods of audio output and do away with, 'legacy audio' mode.