I am finding this as well.
It didn't used to have this problem so I guess some updates have caused it. I'm still on pre-anniversary update due to other issues with the anniversary update but I would be extremely surprised if the anniversary update improves this issue.
I find that sometimes I have to reboot more than once before the audio playback devices even list the TV never mind select it as the playback device to use. I've tried with both a Samsung and a Toshiba TV.
Also, if I disconnect and then reconnect the cable even just a few minutes later I often have to reboot again. It's pretty rubbish and I'm starting to get sick of the poor quality of Windows 10 generally, lots of bugs being introduced and not many fixes.