The workaround is required for every new project window. You could close the old tracks and File > Import the audio instead into the same window then you would not need the workaround.
Or there are new shortcuts that do work.
- Play short period before selection start SHIFT + F5
- Play short period after selection start SHIFT + F6
- Play short period before selection end SHIFT + F7
- Play short period after selection end SHIFT + F8
- Play short period before and after selection start CTRL + SHIFT + F5
- Play short period before and after selection end CTRL + SHIFT + F7
Audacity Manual.
Gale