I am working on javascript and this worked for me. Instead of passing the audio config i just passed a null type like this
const synthesizer = new SpeechSDK.SpeechSynthesizer(speechConfig, null);
As you are working with python i guess it would look something like this:
speech_synthesizer = speechsdk.SpeechSynthesizer(speech_config=speech_config, audio_config=None)
and the rest should be the same. Tell us if it worked.