The way to change the default audio player in kde system settings is through "File Associations" and file types. I find this hard because it requires knowing what "file types" is and a lot of clicks to actually set the preferred audio player first in the preference list for all audio file types.
I strongly believe that there should be a more general and non technical list inside "Default Applications".
*** This bug has been marked as a duplicate of bug 312793 ***
*** This bug has been marked as a duplicate of bug 232545 ***