When my Win 7 PC goes to sleep (or put to sleep by me), I can power off the monitor (with built-in speakers). I just need to make sure that I turn on the monitor BEFORE I wake up my PC. If so, I have sound. Remote desktop wake-up will ruin this because I am not there to turn on the powered-off monitor.
Just keep in mind that anytime when the PC is NOT in the sleep mode, the monitor must be on. Otherwise, Win 7 will turn off sound because it senses no speakers. On my PC, the only way to get sound back is to restart. The "net stop audiosrv, ..." trick does not work.
Hopefully, my information will also apply to Win 10.