Recording this here to maybe help others (or myself in the future).

More and more when I start Train Valley 2 on my machine (Fedora 41), I have no sound.
Searching the internet I saw in the steam forum somebody saying that it might be that on startup of the game it somehow changed the sound output device. Today when I started the game I had no sound. I then switched to another workspace while in the game (ctrl-alt-right), I then checked the sound output device in the gnome settings and saw that it was still set to hdmi (as wanted). I tested the output in the settings screen, the test worked. I then plugged in my headphones into the headphone jack on my desktop. I then switched back to the game (ctrl-alt-left) and I had sound through the HDMI port.