I wasn't able to fix audio by installing extra stuff or disabling protonaudioconverterbin (solution mentioned in reports about first part of the game)

However, converting all videos from movie folder into less obscure format did the trick, this way videos play properly (with audio) in proton-ge or wine-ge. Script for reference:

#!/usr/bin/env bash

for file in *.dat; do
    mv ${file} ${file}_orig
    ffmpeg -i ${file}_orig -c:v libx264 -preset slow -crf 23 \
        -c:a aac -b:a 192k output.mp4
    mv output.mp4 ${file}
done