Problem: Skyrim Special Edition + Windows 10 + Boot Camp works normally, but many sounds (music, player voice/dragon shouts, weapon drawing/attacking, etc.) are missing. Any sounds added by third-party mods are similarly silent.
Cause: An obscure bug in Skyrim SE that expects the game data (including sound) to be stored on a volume with a Master Boot Record (MBR). Boot Camp drives, however, must be GUID-formatted.
Solution: Create a virtual MBR volume and run the game from there.