There definitely is supposed to be sound! Just to rule out a few obvious things:
Can you please check the options in the game - if the sound is working when it starts it might be that the options have the in-game volume set to zero. The game uses the steam cloud save system to transfer your save game between computers so if you're using your account on both PCs it could well be copying the in game sound settings over too!
If that's not the problem, would it be possible for you to send us a copy of your directX diagnostic file?
1. Press the Windows + R key
2. Type dxdiag in the Run box that has appeared, and press Enter or click Ok
3. Click on the Save All Information button
4. Ensure the file is named dxdiag, and save it to your desktop
This file will give us information about your PC's hardware and it's directX software setup and allows us to check if there is a problem that might be causing your loss of sound. Please email the file you save to so we can take a look

If you can send us the files from both PCs you tested the game on that would also really help us!
thanks