Blitzmax seems to have some problems with sound on the more recent versions of Ubuntu (is the distribution you’re using?). I’m looking through the forums and it doesn’t looks like there’s a simple fix for this problem, though here are a couple of potentially enlightening links:
http://www.blitzbasic.com/Community/posts.php?topic=97927
http://www.blitzbasic.com/Community/posts.php?topic=45527
http://www.blitzbasic.com/Community/posts.php?topic=98370
And this looks like the best way to make sure you have all the lib dependencies:
http://www.blitzbasic.com/Community/posts.php?topic=88613
Hope this helps ~
EDIT: The fix is:
sudo apt-get install libopenal1:i386 libopenal-dev:i386
Other linux distros need to modify that command accordingly (https://www.codeweavers.com/support/wiki/diag/missinglibopenal has a good reference sheet). You may need to reboot following the install.