If I run the pre-built ones from 2018, they work on my system with sound. If I build from sources, there's no sound. I happen to have a copy of OSX Sierra in a Parallel's VM that's a "virgin install" (meaning nothing added) that I keep for random things like this. I just compiled both 36.04 and 37.03 with the command line above (for 36.04; xcodebuild for 37.03) and it works with sound within the VM and on the host machine.
Based on that, it must be something nutty with my software environment and/or OS version that prevents the sound support from working. While I don't think I'm going to be regularly rebuilding this from sources, it would be nice to figure out what's going on.
Rich