How to export X Display with Audio?
///OLD: Left just in case! This worked for me
edit /etc/group
sudo nano /etc/group
Next, search for audio, you shoud find somethink like this:
audio:x:29:pulse
Add a coma and your username afther pulse
audio:x:29:pulse,username //whatever your username actually is
change username with the one you wish to log in!!!
Save and restart ubuntu, it should work. If I switch between sessions(Cn+Alt+F7), I loose sound in the one I started, just to let you all know. I suppose it is a bug.
///OLD
EDIT: According to Reinis(see comment below) it is not recommended to edit the file manually. It's better to :
sudo adduser _username_ audio
Change username with your actual username. Restart :)