You could use a command with the "Change Default Audio Devices" action for that, by setting up the "Execute a command each time this profile is unloaded" option to run that command, which also applies when VoiceAttack shuts down (if you use multiple profiles within one session and don't want the audio device to change when the profile does, you can use the "{CMDACTION}" token to check whether the command is running before shutdown or not).
That does mean that command needs to be present in any profile you use, as load/unload options only apply to the active profile, not included/global profiles.