You repeated what you previously stated and my reply is still the same.
Games or computer apps don't check to see if speakers or headphones are physically connected to the computer. It's possible that Windows (ie: audio drivers) don't process the audio if no output device is connected, but that would be a Windows function (not the game - the game doesn't check for speakers and it will always play/load audio).
And just because the game runs on two other computers (with different hardware) doesn't mean it will work/work properly on yours. As noted above, it's not supported in Win10 and based on the other topics I've found while searching, it does not run/run properly for everyone (with Win10).
These type of issues (especially as you can actually get the game to run) are almost always driver related. Check for updated audio drivers, or an older version, or use the generic Windows version and not the suggested version.