Towards the bottom of the page, in the section "Limitations of exporting a composition to XFL format", the text says that "Audio is not exported to the XFL file."
I'd suggest that you import your audio file directly into Flash (whether it's an MP3, WAV or AIF file), and put that on its own layer. When you put the audio on the timeline, be sure to (in the Properties panel) set the Sync to "Stream", which ensures that your audio and timeline animation remain synchronized.
Thanks! Strange that that is not described in that lesson.
Yes, I agree. I'm not an AfterEffects user, but I think it's odd that the audio wouldn't get included in the XFL. But, hopefully easy to work around!