I've been having this issue lately with the 'Play Audio While Scrubbing' setting turning off for no reason. It seems to do it after I start Premiere up, not while I'm using it. I've never turned it off myself. The only thing that it may be connected to me switching from my headphones to my desktop speakers, both of which I am using the audio jack in the back of my iMac. I can't seem to replicate that issue by switching myself, I'm just taking a guess. If me switching my audio hardware forced the 'Play Audio While Scrubbing' feature to turn off, that doesn't seem to be a reasonable correlation, and I hope that gets fixed some time soon.