Sadly, it's not uncommon for Unity-based games to have no audio output on certain systems. Personally, I had this issue with two wonderful games so far: Return of the Obra Dinn by Lucas Pope and Hollow Knight by Team Cherry. I'm pretty sure that this will also happen for other Unity games as well, therefore I'm writing this node to explain how I managed to fix that.
Audio Drivers
The first things to check are obviously your system audio drivers: if you're using Windows, make sure your audio drivers are up to date and the system mixer is set correctly.
Asus Motherboards
In case you got an Asus motherboard, there's a high chance that the missing audio problem is related to a strange bug affecting the Asus Sonic Studio 3 software. This was precisely the issue I had and, luckily enough, I was able to fix that by downloading that software.
Try uninstalling that software and running the game again: if you get lucky like I was, this could be enough to fix your issue for good.