This is a problem I did not have when I first installed Windows 10 on my Surface Pro 3. I have not intentionally changed anything, except to enable "Stereo Mix" as a Recording Device.
For the last couple of months, perhaps after some Windows Update, the Movies & TV App will play back videos with no sound. Many times there will be a brief instant of sound at the start, and then it will go silent. It is not a system-wide problem, it is only with this App. Windows Media Player and other media player programs play back videos correctly with sound, with no problems. The Movies & TV App has this problem with all types of video files. I have not found one yet that it will play back with sound.
I saw that there have been some other complaints about similar issues, but none of the solutions offered fixed the problem.