Here is a response I received from MM's David Cusick when I had a similar problem getting DirectSound to stick after a new installation.

As a first step, let's try to set Finale to default to DirectSound automatically. I am assuming that you are using DirectSound.

1. Close Finale
2. Hold down your Windows key (to the left of the spacebar, between the <Ctrl> and <Alt> keys) and type the letter "R" - this will open the 'Run' dialog box
3. Type "%appdata%' (without quotation marks) and click 'OK'
4. Navigate to MakeMusic\Finale 26
5. In this folder, double-click the file named "FINMIDI.ini" - this should open the file in a text editor (e.g. Notepad)
6. Near bottom of the file until you see a section that looks like this:

• [AUDIOAPIPREFS]
• EngineLoaded=1
• ASIOEnabled= 1
• DirectSoundEnabled= 1
• WASAPIEnabled= 1

7. Make sure that the EngineLoaded value is 1, so that line should now read "EngineLoaded=1"
8. Change the ASlOEnabled value from 1 to 0, so that line should now read "ASIOEnabled=0"
9. Change the WASAPIEnabled value from 1 to 0, so that line should now read "WASAPIEnabled=0"
10. Save and close the file, then relaunch Finale to see if the issue has been resolved

That did the trick. Thank you!