Hi Selden,
I'm Sumit, here to answer your query at the Microsoft Community.
Yes, the current version of the tool does not support Sound. But Microsoft is actively considering it.
Please ensure you upvote the relevant item in the Feedback hub to let Microsoft know(Win+F).
I currently use Fluent screen recorder, a lightweight app from MIcrosoft Store for screen recording.
Hope that helps, and rely on us for any further inquiries. All the best.