Hi everyone,
I found a solution for this problem. Just rename your file. One way to do this is through WinRAR archiver.
1. Archive your video using WInRAR.
2. Open the archived file (.rar) containing your video file
3. Once your archived file is open, right click on the filename of the video, “Rename” to change the file extension to .mp4. e.g. if your video is named performance.mov, just change it to performance.mp4
4. Once the file extension is changed, extract the renamed file.
That’s it, you can open the renamed file in Sony Vegas with audio now playing.