I can confirm the same issue on mediawiki 1.37. I don't understand the syntax of the templates so I can't give any deep insight, however I can leave you with a fix I've found for both this and the identical issue with the Video widget, I apologize for the necro but hope this helps someone.
the workaround I found for the Audio widget was to simply bypass the template and just pass it a resolved url (as opposed to a name)
{{#widget:Audio
|url={{your_audio.mp3}}
}}
for video I edited my video template to this (it works even if you don't have an ssl cert):
<includeonly>{{#widget:Video
|url={{#if: {{{url|}}} |{{{url|}}} |https:{{filepath: {{{name|}}} }} }}
|width={{{width|425}}}
|height={{{height|355}}}
}}</includeonly>
in theory this shouldn't change anything but that makes it work somehow... if you dislike jank you can just do the same thing as I did for audio and skip the templates.