I didn't test any of the other cutscenes but when I start a new game I have no audio in opening cutscene. Both versions of the cutscenes are available on the bin/cue raw CD image "game.gog/game.inst" in Bink smacker video files and Indeo avi's. The smacker video files have the audio as a separate wav track (8bit 22.050kHz Mono). The game is using the smacker video files and for some reason not playing the associated audio track. The only difference between the audio tracks is the indeo avi's audio are wav 16bit 22.050kHz Mono vs. the 8bit with the smacker files.
I'll look deeper into it later. I've had working cutscene audio using DosBox with my retail version in the past - probably just needs *.conf tweak.