I wanted to let someone know what I encountered installing Windows 10 Pro 64 bit 1703 on NUC7i5BNH in UEFI mode with HDMI display (BIOS 46 and graphics driver 4664 due to reports of potential problems on latest versions). BIOS defaults were loaded except for a few things such as disabling Legacy boot, and what I will describe was reproduced (repeated once).
I have plenty of experience with previous NUC models and Windows 10, so was slightly surprised when Microsoft's Basic driver was not upgraded with anything from internet and there was no sound device listed in Device Manager (neither HDMI nor HD Audio, even if I tried showing hidden devices). No Playback devices (despite showing disabled and disconnected), and DxDiag said no sound cards.
So I proceeded to manually download/unzip/install Intel's 4664 graphics driver which worked for graphics after restarting. But no Intel Display Audio (HDMI) - same symptoms described above.
After trying things such as reinstalling the graphics drivers without uninstalling and after uninstalling, different cables/displays, chipset drivers, I finally decided to go ahead and install Realtek's HD Audio SST (current version from Intel's Download Center), since it was the only problem shown in Device Manager.
After restarting, sound automatically came out my HDMI device and appeared in Playback devices and Device Manager and DxDiag (of course SST was there in addition to my desired Display Audio).
The above is my report of facts (which I suspect could be reproduced by someone if I've communicated clearly enough), while below is just a guess to continue the discussion. Of course a "support" answer would probably resolve by saying something like "Use Intel Driver Update Utility" and do everything it says. I can't argue with that, but someone technical might appreciate my detail.
I am not familiar with details of INF nor any installer APIs, but I wonder if Intel's current Display Audio INF/installer might be missing some detail necessary to "enable" Windows sound section in general. Perhaps such detail has been overlooked somehow since there has often been some "compatible" analog or HDMI driver installed by Windows before this model. Presumably once some "other" sound device is installed (such as Realtek), the workaround keeps sound section appearing (unless the totally clean repro scenario is repeated).