To followup on this, yes I can confirm this isnt working at present. You can add optional audio media, as well as images, to options in choice lists, but these will only appear correctly in KoboCollect; Enketo will show the images but does not display anything to play the audio. Thank you again for looking into it and bringing it to our attention.
As best I can tell, this did use to work in Enketo some time ago (eg label for select_one with just audio has no height · Issue #538 · enketo/enketo · GitHub, circa 2014), but this appears to be a relatively little used feature because I’ve not found any usage more recent, so it is rather difficult to tell when it ‘broke’. 
If this is something that you have used more recently, could you perhaps give me an idea of when it was last working for you; that might give us an idea of what might have happened in the interim when that caused these audio controls to now become hidden.
AFAIK there is no workaround for Enketo to get audio clips to appear alongside choice options. What you can do instead if you dont have a huge number of options, would be, as you suggest, to display a serious of Notes immediately before the select question, each indicating the specific audio for the following options. You can still include the audio in the choice list too, so that it will works as desired when run under KoboCollect; it just means KoboCollect will display the precursor audio notes too.
This is an example of a form which does both:
AudioChoices.xlsx (15.6 KB)
Running this form will show the notes with the audio for the following select options, which the user can then at least refer back to and play:
Note, if you run this under KoboCollect you will still get these notes - and the select options - now with both having the audio clips that can be played . put everything in a field-list to keep them all on one screen:
This is probably about the best you can do till the bug is fixed - you can track it here. [also see this github issue for the audio and image media attachments for my sample form above if you want to run it yourself].
