Unable to Airplay audio only to Apple TV from iOS

Hi,

I have a couple of Apple devices at home all with latest OS versions:

Apple TV 4 (non-4K HDR) running 11.2.6

12" MacBook 2016 running 10.13.3

iPad Pro 9.7" running 11.2.6

iPhone X running 11.2.6

I'm not sure when it started, I think with iOS11, the problem is that I can't stream audio only (e.g. from Apple Music app) from iOS devices to Apple TV. It's not a huge problem, since I can stream audio to my Marantz receiver, but I find it really strange!!

I can do screenplay mirroring from iDevices and the audio is then sent along without issues. I can also stream audio from iTunes on my Mac to the Apple TV without issues.

When I choose my Apple TV it tries to connect, but after a second or so App shows it's no longer playing music and the output selection is back to the iOS device itself, if I then push Play again, it plays on the iOS device itself again.

Have you seen similar issues or suggestions for this?

P.S. On my old iPhone 5 with iOS 10, first time connecting it asks for a PIN and then it just works. Maybe the authentication is failing for some reason? Should this on iOS 11 work magically via my iCloud / Apple ID?