If you use a create sound 2d in a game instance off Event Init and play it (form any BP) then play the game, the audio will never play and once you close the game it will start to play. The only way to stop it from playing is to play the game again (note: it still wont play but once you exit the game it will start playing again) or close the editor. Pretty funny bug
It sounds like you are running into an issue we already have in our data base. The crux of this issue seems to be that the GameInstance init happens before the AudioDevice init. You can find the issue on our public tracker using the link below:
For right now, you can add a brief delay after init and it should work as expected.
Thank you for your report. Let me know if you have any further questions regarding this.
Still happens in 4.17