trying to import a PPT file with my narration added via PPT, but when I open the file in Canvas preview there is no sound
When you add a file to a module it displays by default using DocViewer. As you mention, this is technically a preview of the file and thus extra features such as embedded media, transitions and builds will not appear. The only way that the embedded media will play is if the students download the file and open them using Powerpoint. Above the preview there will always be a Download link.
If you want to remove the ability for students to get a preview there is a way to do that and it involves using a Page instead of linking directly to the file from a module.
The result is that you will have a page with a link to the file(s), and the link will only download the file instead of letting them preview it. This is useful for your case of ensuring that users see the media and I've also seen it used with password protected files because the preview option will not allow file passwords to be typed in.
I have one other option for you. I personally am not a fan of narrated Powerpoint files because they only work on computers and the computers need to have Powerpoint (or equivalent) to play the narrations. Converting the Powerpoints to video make them much more accessible on pretty much any device; including mobile. So here are a few more steps if you want to try that.
Exporting narrated PPTX to MP4 on Windows (wording may be slightly wrong since I'm using a Mac)
Exporting narrated PPTX to MP4 on a Macintosh
For some reason when you export video files from Powerpoint on a Mac there is no audio. So instead use Keynote
Embedding video onto a page
Retrieving data ...