Lightning Headphone Adapter - iPhone 7

My issues is when playing music, or any audio it will initially play via the speaker even if the lightning Heaphone adapter is connected.

For instance, if I attach the headphone adapter, and then start apple music and play a song it will play via the speaker.

I then have to manually select Headphones as the output.

Is there a setting wrong somewhere, or is this an IOS issue perhaps?