In case anyone else stumbles across this issue, the cause of the problem is that Firefox (and other apps) is installed as a Snap by default on Ubuntu 22.04.
Snap applications are limited in many ways, and one consequence is that sound won’t work when connecting remotely.
Here’s a page describing how to install a regular DEB version of Firefox on Ubuntu:
With the real version of Firefox, sound works just fine in ThinLinc on Ubuntu 22.04.