Adobe released Photoshop CC 2015.0.1 this evening and it seems to have fixed the problem. (I had tried again with a short clip and couldn't get any sound.)

[![Ps CC video render settings that produce audio.][1]][1]

  [1]: https://i.sstatic.net/iuF2O.png

So, unfortunately, I don't really know what the problem was, but this patch seems to have fixed it.