How to have Cubase auto switch the Input/Output from Audio Interface to Mac speakers when I unplug?

When I want to work in another room, I unplug my Babyface Pro FS from my Macbook Pro to use the built in speakers/Headphones on my MacBook Pro. Unfortunately, this means that I need to go into Studio setup every time to adjust that I want to use Built-In audio. It doesn’t switch automatically.

Is there a way to do this?

I have an app called Sound Source which changes the input/output automatically on my Mac from the Babyface pro but it doesn’t change anything in Cubase.

No, not really.
Cubase doesn’t see if an interface is present, it only notices if the last used interface isn’t available anymore.
Maybe you can configure Sound Source that it’s the only interface to Cubase.