My very rudimentary understanding of the MP4 file format is that it’s a container capable of storing video and audio stream data in a number of different combinations. I encountered this while trying to help another user with a different issue:
I suspect that this is a related issue and that the media player in Windows simply doesn’t have the right audio codec or doesn’t support the audio/video compression scheme combination that the Wyze camera uses to store its video files. I concur with the recommendation to try VLC or another player.