iMac being used as second monitor with MacBook Pro but no sound is coming from the speakers for either device

Ok, I hope I can explain this one clearly...

I have a MacBook Pro as my primary computer, but I have it connected with my iMac to use that (the iMac) as my second monitor only.

The speakers on the iMac are much better than the Pro, so I want to use the iMac for music, podcasts, etc, but I can't seem to get it to work.

On my MacBook Pro I went to:  --> System Preferences --> Sound --> Output: I selected "iMac" as my device for sound. The output volume is all the way up and the Mute box isn't checked.

I then selected "Internal Speakers" and all of the settings are the same except the Mute button is checked. I have tried it checked and unchecked and it doesn't make a difference; still no sound on either device/display.

I've checked the iMac and MacBook Pro and made sure that the volume was turned all of the way up as well.

I'm not entirely sure where to go from here... I'm hoping I explained this so it makes some sort of sense, but if you need more info, just let me know.

I'm really hoping I can have it configured so that the sound from my MacBook Pro plays on my iMac. 🙂

Thanks!

Nicole