Like many current devices with HDMI output, my Latitude E7450 offers multiple sound cards but configures the HDMI output as sound card 0 (the default). And xfce’s default sound mixer doesn’t offer switching the default output…
To correct the soundcard order, add this to your /etc/modprobe.d/50-sound.conf (valid for openSUSE 13.2, probably other distros as well):
options snd-hda-intel id=PCH index=0
options snd-hda-intel id=HDMI index=1