Animation sounds do not play in game on Linux

On Linux, setting a sound to play as part of an animation will play the sound inside the persona window but does not play the sound in game when the animation plays.

1. Download Attached Sound file
2. Open UE4Editor (Third Person Template project)
3. Import sound file
4. Open "ThirdPersonJump_Start" animation
5. In the gray notify box right click and choose Add Notify -> Play Sound
6. Select sound notify and in details panel set sound as the imported sound file
7. Save the animation and PIE
8. Press Spacebar to jump

Result:
The sound can be heard after adding it to the notify but it doesn't play when jumping during PIE.