Can't play music on Apple Airpods Pro

I was able to pair my VA4 with my new Apple AirPods Pro. I see that they are connected, but every time I try to play music on my VA4 it comes out on my iPhone, not my AirPods. I downloaded music on my VA4, and if I'm too far from my iPhone for a bluetooth connection, my VA4 won't play music at all. The play button is grayed out. Any ideas?