This is happening because your videos are being autoplay. This is the policy of Google that only the muted videos can be auto-played. That's why you're not getting audio in your videos.
You can check this article for your reference: https://developer.chrome.com/blog/autoplay/
Also, the video which you'll add in text areas, they will play with audio but videos which are inserted in the background of the Header, Body, and Slideshow will be auto-played only when muted.