It could be that the device you're using to read or present the stories has a sound issue. Check if the volume is turned up and if the device's audio functions properly. Also, make sure the stories themselves were created with sound enabled.
There could be a few reasons. It might be that the format of the stories doesn't support sound, or there could be a glitch in the software or platform you're using. Another possibility is that you overlooked enabling the sound option during the creation or sharing process.