Audio through a DVI cable is a vendor-specific extension. It's not going to work across the board.
As far as I'm aware, it wasn't until HDMI came around that this ever started happening. HDMI does carry both audio and video, but there's no extra pins added to allow for the audio. In fact, HDMI uses the same TMDS signal as DVI does. It didn't take long for vendors to start interleaving a separate audio stream into the HDMI signal, and that lead to these adapters which just end up confusing the hell out of people.
You should be surprised that it ever worked in the first place.
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