Hmm. That's strange. Sound should work fine in those games on the Mac.
Do Mac-native programs produce sound as they should? Does sound work in any Windows applications running under CrossOver, at all?
If you launch the winecfg control panel from CrossOver's Manage Bottles window, is the Core Audio driver enabled in the Audio tab?
In System Preferences, in the Sound pane, on the Output tab, what device do you have selected for output?
Launch Audio MIDI Setup from /Applications/Utilities. In the Properties For pop-up, select that same device. What settings do you have for Format? There should be a sample rate (e.g. 44100.0 Hz) and a value for number of channels and bits.