In AE, the audio is not represented as a separate track. If you see a speaker icon on the left side of the comp/timeline window, then the audio is there. It’s designed to allow you to hear the audio as you’re building your comp. However, the editing of audio is not a real function of AE and so therefore, we keep the audio separate in Premiere Pro to allow manipulation either in Premiere (a very good audio NLE) or send it to Audition (Adobe’s audio specific application).
Hope this helps