Changing sample rate is risky

During some "troubleshooting" I set sample rate to 44100 in a project. That was not the problem, so I reverted to 48000.
Now I can not play that project. Do I need to change it back everytime I open these projects, recorded at 44100?
Here is what I get:

Thanks again, Scook!
I believe I have seen my Roland Octa-capture change automatically before.
Now I just have to find some Roland forum I guess. :)

"...The OCTA-CAPTURE will automatically change it's sample rate to match the audio project..."
 
That should read "should change", not "will change". There is no guarantee that the interface will actually change its sample rate. All the DAW can do is request a change and hope for the best. Usually, if the interface refuses it's because some other piece of software or Windows itself has already requested a different sample rate. Windows can only support one sample rate at a time.
 
You might consider disabling your onboard audio interface if you haven't already. Although technically not necessary, it has been known to prevent some problems. I can say with some confidence, though, that disabling your motherboard's integrated audio probably won't cause any new problems, because I've been running that way for the past 14 years.

The fact that WDM does not have this problem may be a clue. WDM can do something ASIO cannot, namely manage multiple concurrent data streams (actually, switching between them). Maybe the issue isn't with the interface at all, but with the ASIO driver. If something else has already commandeered it, it'll refuse subsequent instructions from the DAW which in turn would give you that mysterious message about not being able to open the device. The DAW tries to contact the driver and it says "sorry, busy".

I have an old Edirol Firewire device (Roland built their audio capture devices on Edirol architecture after they bought out the company) and it can be a bit glitchy with sample rate changes. Mine has a physical button that needs to be turned to change the sample rate, but (and this might apply to yours too) you have to switch the device off and then back on to make the new sample rate take effect, otherwise no change will occur and you will get the 'no comply' window. Have you tried changing the sample rate and then switching the unit on and off again?
I agree with bitflipper as well. The Roland ASIO drivers have been a head-ache for many people over the years. I have to use them because I've got a firewire device, but you're running a USB device, so you could just use the the WASAPI drivers, which run at super low latency since Cakewalk worked with Microsoft back in pre-bandlab days. 
Give the WASAPI drivers a try and see if you have the same issue. WDM drivers are ****ty, so I wouldn't bother with them.