I tried the export idea, that had no effect.
Fiddled around with alsa a bit, making sure it is started via alsasound, no effect.
I tried out pinball which depends on SDL and although pinball plays, there is no sound. Playing sounds manually via aplay or vlc or something similar works. It looks like it's something to do with SDL. I'll reload it just in case.
Added: Reloading SDL had no effect.