Actually it is a feature of smartphones that can connect two Bluetooth devices at the same time or not. In most of the smartphones, this feature is not available but Samsung provides this feature in One UI2.0. Also, the latest wireless earphones can be connected with two devices at the same time.
Apologize! I was saying that in Samsung, users can connect multiple audio devices simultaneously. Apart from that, users can play different audio in mobile speakers at the same time i.e it does not change the song you were playing on an external Bluetooth device.