I'll second what @andyross said. If you're getting sound from the TV's speakers, that shows you the Roku is providing the audio. Check through all your TV settings regarding the analog audio outputs over the RCA connections.
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It's not relevant to your problem, but for future reference, there's no such Roku model as an Express Streaming Stick.
Streaming Sticks (there have been several different model numbers) have a male HDMI connector on their end that can be plugged into a female HDMI port.
Express (several different model numbers here too) and all models other than Streaming Sticks have a female HDMI port and require a male-to-male HDMI cord to connect to the TV.
For many issues it's important to state your model to get good advice.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X