I'm guessing you're using the Air? I've had the Air with the Display Port to HDMI dongle and now have the Pro with HDMI built in, neither had issues with output

I'm guessing you're using the Air? I've had the Air with the Display Port to HDMI dongle and now have the Pro with HDMI built in, neither had issues with outputting HDMI sound. Just plug it in, and make sure the audio output is set to the TV in the Sound settings in System Preferences. Never tried that second part, but the multi monitor support in the last couple releases of MacOS have been amazing.