Sim, isso é possível, mas o Windows prefere a rede selecionada nas opções de rede avançadas. Você pode usar ferramentas como ForceBindIP para forçar o uso de uma conexão.
ForceBindIP is a freeware Windows application that will inject itself into another application and alter how certain Windows Sockets calls are made, allowing you to force the other application to use a specific network interface / IP address. This is useful if you are in an environment with multiple interfaces and your application has no such option for binding to a specific interface.*