I have a similar issue. Except my AppleTV will default to AirPlay to my Beam (which is setup for surround) and it will also play through HDMI to the same Beam at the same time. 
 

It’s annoying because I’ll have to hold down the play button at the home screen and uncheck the Beam from airplay every single time. If I don’t do that, then I won’t get the surround experience and the dialog will come out of all of the speakers.
 

I’ve erased my AppleTV and set it up as new but it’s still occurring. I’ve also gone into settings > audio output on my AppleTV and made sure its output is HDMI and I’ll uncheck the Beam from AirPlay. But the issue still occurs.

the_chris,

What happens if you check/select the Beam Device in “Video & Audio/Audio Output” for AirPlay purposes and then uncheck/deselect HDMI instead?

It will not give the surround experience at all. It’ll play the exact same audio through all of the speakers as if it music. 

In the tvOS AirPlay settings.. is your HomeKit “room” name, the same as the name of your Beam?
Does it help if you give it a different ‘room’ name and then set the Audio Output back to HDMI? (Unchecking all the other options).

The room name is “my bedroom” and my beam name is “my Sonos” so unfortunately it hasn’t made a difference. 

Maybe try the Apple TV support Forum see if anyone there may know the answer, perhaps? In my case the ATV just sticks to the HDMI audio output for my TV 5.1 playback. Beam is connected to the TV’s HDMI ARC port and ATV is cabled to one of the TV’s other HDMI ports (HDMI-4) and it works fine. 

the_chris,

As another thought, have you tried toggling off AirPlay altogether on the ATV in its AirPlay Settings?

I’m having the same issue. As i remembered this was not an issue before tvOS 13, I hope this will be fixed trough a software update. 

I always transmit sound from my Apple TV 4K to a Sonos Beam via Airplay 2.

That way I don’t need a TV to provide HDMI ARC and manage the volume control.

Just the best 4K HDR monitor I could find.

This might sound a bit off the wall but…

Have you connected the Apple TV to the Beam with an ethernet cable?

If so, try removing it.

Type your message here.

Not sure why this has been marked as answered. 
Nordstierna mentioned in the question, that the default output was the beam. 
The problem is that this seems to be reset every-time you start up the Apple TV. 

Streaming to a new room, doesn’t bother me so much, but it also streams to the Beam over AirPlay, so the sound is off and really bad. 

Are you connecting the Sonos Beam and ATV via your TV ports, or ‘indirectly' via an 'audio extractor/splitter' with built-in HDMI-ARC enabled?

Aaaaaaah, seems to be working. Was using a splitter for my ATV and Switch, because I only got two HDMI-Port. 
i will keep an eye if it will stay working. 

Update: Did not change the setup, but now the issue is back. 

Note the port on an Apple TV is only HDMI and the Sonos Beam requires an HDMI-ARC connection, so presumably the connection between the two devices is via an AirPlay link instead. That appears to be why the chosen Airplay device is taking precedence over the HDMI connection… er.. at least that is what appears to be the case IMHO.

Note that you can have both active at the same time. I did a test this week, and was getting audio through the HDMI to my TV and then to my PLAYBAR, and at the same time via AirPlay 2 to a pair of PLAY:5s. There was a delay between the two, with the PLAY:5s trailing, but slightly. What I have no idea about is if that delay was due to encoding to AirPlay 2 on the Apple TV side, or the decoding of the AirPlay 2 signal on the Sonos PLAY:5. Since I prefer the surround sound experience, I turned offAirPlay 2, and allowed the Apple TV to continue to feed the audio along the same path as the video. 

I’ve fixed it, at least for me. Was a very specific Setup, but maybe it could help someone else, too. 
i have besides my Sonos also Hue Lights and a Hue-Remote. This remote is placed next to my main door so every time I leave the house I click the off button, which triggers a scene, that turns off all the lights. Since an update a few months ago for HomeKit you could also include Airplay 2 speaker to stop/start playing in these scenes. This seems to crash the the Apple TV settings. I removed the Airplay Speaker from the scene and now it works again as expected. 
thanks guys for your help!

I have the same issue.. it’s driving me mad.. did you mange your resolve yours?