When you play the audio embedded in a movie in Logic, the movie uses the audio device selected in Audio MIDI Setup. If this is the same audio output device that Logic uses, then the movie's audio will play as expected. However, if Audio MIDI Setup is using a different audio device, then you may either hear the audio for the movie routed through that device, or it may not be audible at all if the device is not active.
As a workaround, either set Audio MIDI Setup to use the same device as Logic Pro X for audio output. Or, extract the audio to a track in Logic so Logic has full control of the output routing.