I have uploaded video with audio to the sidecar pane, checking the "Click to Play" option:
When the story is published, the video behaves as expected and plays when clicked with audio when using a desktop. However, when using a mobile, the video plays when clicked but there is no audio. It is not muted, and I have tried toggling mute on/off on my mobile.
I'm using an iPhone XR and have tried both Chrome and Safari.