Then this function in Airplay settings is completely useless. It's just a screen. What is the point of being able to select a different room through the AppleTV (with a checkmark), and nothing happens? It was one of the touted features of the latest update for the AppleTV.
Here is the note from Apple TV Support Section. http://support.apple.com/kb/HT5517
Changing AirPlay speakers
You can use AirPlay to play music or other audio content on the Apple TV on other AirPlay speakers.