https://bugs.winehq.org/show_bug.cgi?id=40898
--- Comment #7 from mirh mirh@protonmail.ch --- So.. I just checked, and I think the problem is with the Generic Hardware device.
When you use built-in, you bypass entirely all the openal router and wrapper logic, and you are just "forcefully" using OpenAL Soft. End. When you use native instead, you get all the aforementioned stuff, and since there's no special device implementation inside of wine you get the usual Generic Hardware > Generic Software priority.
Generic Hardware is reported available, therefore that's what the game uses by default (you can see this in the logs inside your saves path). But "audio init" never happens.
I can just speculate this is because Generic Hardware in wine is pretty special. For starters: it is reported even on windows versions above XP, despite the fact that there should be no directsound3d behind (but this is just a cherry-pick, it shouldn't damage anything, and indeed XP is still broken) But more importantly, I think it's broken. It has no EAX 2 or EFX (as can be seen in ALCapsViewer32.exe), and I'm not sure lack of either of those was ever expected here.
And even when you enable EAX in wine-staging (which makes both being flagged supported), if you use openal-info32.exe you can see no actual filter or effect is available at all. Now, I'm not super clear on what you should expect there, but "at least *something*" seems like a safe bet. http://openal.996291.n3.nabble.com/EFX-Clarifications-td2620.html