Session videos contain multiple audio tracks (the Learner, the Avatar, and Both.)
Most video players will default to Both, including the following:
Movies & TV (Windows)
If your session audio is only picking up the Avatar audio, or only the Learner audio, but not Both, you can select the desired audio track (Track 3) that will include all audio. This will depend on your media player of choice.
In Windows Media Player, press Alt to bring up the settings menu, and navigate to Play -> Audio and language tracks -> Audio Track 3.