A few times when I upgraded Skype on Windows, it went into a mode where the settings would not stick. I’d have to reset them (like preferring my headset over my speakers) each time I launched Skype. I’m not the only one who experienced this — apparently Skype has an intentional “memory-only” mode where it will not save settings to disk. I don’t know why upgrading triggered the misconfiguration, but here’s the workaround.
The fix is to change this registry setting from “1” to “0”: