Why no sound on exported video (when using video files from an action camera)?

It may be that the audio track on the source video file is not supported by your phone hardware. This may happen when using a cheap action camera; some models are known to output PCM audio which is not natively supported by the Android OS. If that’s the case, then you’ll need to convert the audio track to get it on the exported video files. You could do it with FFmpeg command line tool on Windows / Mac / Linux: 
ffmpeg -i input.mp4 -c:v copy -c:a aac ouput.mp4