My big bugbear with the PS4 at the moment is that there is no way to switch been audio profiles, rather, you have to change the settings each and every time as if you are setting up how you always want it to behave.
I have a wireless headset using optical out and USB dongle, and I also use surround speakers via HDMI home theatre. Sometimes I'm playing on the speakers and then I'll want to go to the headset because I need to be quiet in the house, or vice versa. Want to switch to the headset? I have to select optical out, select a format between PCM, Dolby etc. every time. Switching back to HDMI? It warns me every time that my home theatre can support 7.1 but do I still want 5.1 (yes, I do, I only have those speakers) and again makes me choose a format as if the format is something that could change daily. It's as if you couldn't pair Bluetooth devices to your phone and had to find them every time.
Just let me set up audio output profiles and have them selectable in a quick PS menu overlay during gameplay and I promise not to complain about anything else.