These headphones appear to be a USB device which is why it won’t switch from your laptop speakers automatically - it would probably work that way if you had headphones with a traditional audio jack.
You can try setting the USB headphones as the “fallback” (or default) device using something like pavucontrol, then when the device becomes available output should switch automatically:
I tried the solution you suggested, but it doesn’t seem to work. I still have to switch manually by clicking on the icon that you indicate with the second arrow.
I would like to point out that, with my previous distro, it switched automatically when I plugged in my earbuds. I wonder then if it wouldn’t miss a package to make this work.