Yup, that’s weird. I suppose that your Preferences > Playback > default playback template would be HSO +HSSE (Pro) in Dorico 4 and that this would transfer to Dorico 5. For some reason it appears it has not transferred (maybe because it’s HALion 7 now? But you wouldn’t be the first to complain about it.)
Anyways, as @Derrek suggested, make sure you fill that Preference with the factory playback template (or NotePerformer if you happen to own it) and the behavior of Dorico’s playback will come back as you were used to.