It appears as if the inspector in Keynote 6.6.2 is different than previous versions? I can't seem to find an option to add sound to animation. I'm attaching a screen shot of what my inspector looks like.
Your screen grab of the build list does not appear to have a sound file added.
Therefore place the sound file on the slide, then drag and drop the sound file in the build order list, so that it attaches below the object that is to trigger the sound file to play.
Good hint Gary!!
I had the same problem and your answer got it fixed.
Thank you very much
Paolo
How to add sound effects to animation in Keynote 6.6.2
