Are you using your terminology correctly?
Standard DVI-HDMI cables chop off the audio output from what I've seen, using them on a graphics card that otherwise outputs audio via DVI. This makes sense though, because DVI doesn't't have audio included in the cable specs.
However, for cards that use special dongle adapters, I think they use a dual-link cable, but passing passing video on one link, and audio seperately. if you look at standard DVI-HDMI cables, they are always single-link only for the pins on the DVI side.
If you look at HDMI specs, you'll notice multiple data-channels. I think one is used for audio and they aren't merged, so it's easy to see that the special dongles wire the pins to pass both links to the appropriate HDMI pins. I think they wrote HDMI to be at least partial backwards compatible with DVI.
So basically, you have a standard DVI-HDMI cable, yet a non-standard DVI interface trying to pass audio.
That's probably why. You need the special dongle though I'm not familiar with nVidia cards for this.