Speakers still hears when putting in headphones

Why do I still hear sound from my speaker (MAC Book Air 2021 with M 1 Chip and Big Sour 11.4), when putting in my headphones in the socket? The headphones are chosen in the settings. But I still heat the sound via the speakers and no sound in the headphones. I have to restart for making this change. Is there another metod to get the the sound directly into the headphones? Without restarting?

Thanks in advance.

Adalstein