I did for a period using a discrete sound card as well as the integrated. For my use case, it was Audacity to record audio specifically through the discrete sound card (audio playback to the connected headset) while I was playing other music/video through Media Player Classic HC configured to play audio though the integrated sound card to the speaker, so if your game recording soft & game can select the specific source to playback then you can set those to record through the audio card that your speaker is connected to while leaving the default playback on the headset for applications/games that don't have the ability to configure which audio device to play its audio to.
My another recent experience may not quite be related, but may still be of use to you: recently I replaced my speaker and unplug it while my headset is still connected plus I was having audio playback in IE; this resulted in IE always playback audio to my headset regardless of which device was selected to be the default playback device. When I disabled the headset as a playback device, IE then played audio to the newly connected speaker, even when the headset is later re-enabled and set as default. This was what a behaviour I observed on W8.1 by the way.
@aldan, as a bit additional info, using the Windows default driver for ALC integrated audio gives me two separate audio playback device, speaker and headset (speaker to the audio jack at the back, headset through the front panel). Update the driver through Windows Update to the Asus version remove that capability and left only one playback device recognized in either the installed Asus audio control panel or Windows playback device list resulting in only one of the two can be plugged in and utilized at any time (except for some settings and option that would result in audio being played to both at the same time).