Is the sound in your livestream or recording? Do you see the Media Source's sound in the Audio Mixer when that scene is in Program? If so, only the monitoring is off. Monitoring is the sound for the performers, technicians, etc. (not intended for the audience). This is the default setting because many people have their speakers in the proximity of their microphone, so running the risk of feedback loops (loud high BEEEEEEEEEEEPs).
At the Audio Mixer, click at the settings icon (cog wheel) and go to Advanced Audio Properties. There you'll find an Audio Monitoring dropdown.
- Monitor Off: sound goes only to stream/recording
- Monitor Only (mute output): sound goes to your headphones/speakers only
- Monitor and Output