Store audio stream setting only on user action

Building on same idea and approach as in #5003, making sure we ask the player which audio stream is played and store the selected audio index only when in CApplicationPlayer::SetAudioStream and nowhere else.

@ace20022 - you will need to rebase #5027 if this one goes in first.

I don't think so, it will be merged fine as it's the exact same line of code.