Thanks for the follow up, @synthworks. The steps I sent over are general troubleshooting for the desktop app to make sure everything is running smoothly and up to date. You should be able to listen to Pandora while using Windows 11.
I've checked in with our device team about this and the Pandora Desktop app doesn't control the output of sound to your Bluetooth settings. This is likely related to the OS level Bluetooth settings on your device and you may need to alter the output in your settings to be your headphones.
At this time, I would recommend repairing your Bluetooth headset with your computer to see if refreshing the connection helps.
You can also try launching the the Bluetooth troubleshooter built-in to Windows.
Open your Settings > Update & Security > Troubleshoot > Additional troubleshooters > Bluetooth.
From here, you can run the troubleshooter to see if there are any issues.
If the issue persists, I would recommend contacting Microsoft Support to see if they have any suggestions about the Bluetooth connection. You may also find this article to be helpful. 🎧
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