Keynote video: Audio does not play if an external monitor is attached

So this is

Keynote version 9.1 (6369)

macOS 10.15 (Catalina) Beta (19A573a), but the issue appeared earlier.

I have a video in my presentation. It has an audio track. I produced it with iMovie, H265 HD 1-1-1, Stereo (L R), AAC, 48000 Hz.

With System Preferences Audio set to built-in speakers:

• If there are no peripherals attached when the presentation runs, the video plays with its audio.
• When an external monitor is connected through the Apple HDMI adapter, the audio does not play on the computer (at all, the video runs silent). Disconnecting the monitor restores sound.

When the monitor is connected and System Preferences Audio routes to the monitor, the audio plays as expected.

I'm in a corner, because I assume it's 50-50 whether the room I present in will have a usable audio hookup. That's usable in the senses of "any at all" or "happens to work as it does on my HDMI monitor."

For safety, then, I need to find a way to make the Mac available for audio playback regardless of what's attached to it. I'm really worried. (There's the additional worry that I'd rather not restrict myself to a single display — there are animations with delays, and I don't want to accidentally advance past one of them.)

Web search turns up the same problem from 2007 or so. I won't go item-by-item, but the advice doesn't apply any more.

Any thoughts on what I should try next, or better, a solution?