Hello etiberpro,
Just to confirm, it seems like you select a sound for the alarm, and it changes to "None" on its own, is that correct? Is the issue still happening?
Does this happen with all alarms, or only a specific one? Does it occur with new alarms, as well as ones you try to edit?
You can also find some good information about how to manage alarms and alarm sound here: How to set and change alarms on your iPhone
If the alarm sound still doesn't play as expected when a sound is selected, please check out the information from the above link:
If the alarm volume is too low or quiet
Do Not Disturb and the Ring/Silent switch don't affect the alarm sound. If you set your Ring/Silent switch to Silent or turn on Do Not Disturb, the alarm still sounds.
If you have an alarm that doesn't sound or is too quiet, or if your iPhone only vibrates, check the following:
• Set the volume on your iPhone. If your alarm volume is too low or too loud, press the volume button up or down to adjust it. You can also go to Settings > Sounds & Haptics and drag the slider under Ringer and Alerts.
• If your alarm only vibrates, make sure that your alarm sound isn't set to None. Open the Clock app, tap the Alarm tab, then tap Edit. Tap the alarm, then tap Sound and choose a Sound.
• If you connect headphones to your iPhone, the alarm plays at a set volume through the built-in speakers on your iPhone as well as wired and wireless headphones.
Manually adjusting the time on your iPhone in Settings to change app behavior, like game timers, isn't recommended and can affect alarms.
Thank you.