Seems that the "multi-output" function may not apply when you use bluetooth.
Many manufacturers limit the flexibility of the their products for no apparent cost saving. Let the end user choose if they want the TV speakers on with the other audio outputs active.
I did find that if you turn the audio output on a Samsung TV set up menu you had to turn the speakers off but you could reactivate them in the quick select menu and the audio out stayed on. Maybe that will help.