As a workaround, I think if you try to insert the Audio in the game through the toolbox it should automatically grant permissions to use it in the game.
I wanted to check back on this thread and see if this can be closed. From our end, we have updated the error message to show more details on permission errors instead of generic “Failed to load sound” . Our updated documentation should provide more details on the workings of asset privacy. Please let us know if you are facing any issues!
We haven’t noticed any issues for the past 6 months or so. If we encounter issues like this with audio again I’ll be sure to file an updated bug report!