Plugged in an HDMI cable to my 2520 and the sound wouldn't work. After some checking and comparing it to a surface RT I found that my 2520 is missing the sound driver for the HDMI output.
Check in the desktop area, the speaker icon close to the hour in the playback settings if when you connect the hdmi the tv is predetermined (the name of the settings maybe are different but I don't have the tablet with me...sorry)
I thought that I had this problem as well. The first time I put an HDMI cable on my tablet, audio did not work. The second (and every time since) audio has worked fine via HDMI.
Note: Even when audio worked fine, there was no corresponding HDMI audio driver showing in the Device Manager. Very strange.