As you are aware, currently Password Manager does not provide audio to the Captcha feature.
This is by design. An enhancement request (TF00679180) has been created detailing the feature: Add audio feature to the Captcha setting.
The product team will evaluate the request and this feature may become available on a future release of the product.
Please refer to this article for updates or contact support referencing the Enhancement Request ID: TF00679180.