As you can see, the only sound card I can choose is the audio from my graphics card. Anyway, that is a moot point now.
I've come to the conclusion that my problem is not a problem, it's as designed (configured). I should have given the following information at the beginning. The distro I'm using is MX 21. I upgraded from MX 19 (not upgraded, but replaced. formatted and did a fresh install of MX 21) . When I first noticed this 'problem', I tried another distro I'm familiar with, Manjaro and had the same situation. Then I reinstalled MX 19 where I could choose audio from my motherboard. Same situation. I also tried EndeavourOS. No love there either. So, can only assume that it is the kernel configuration and/or Linux Firmware that is the cause. Ofcourse distros configure their own kernels. Is this a trend now? Go with HDMI Audio and forsake any other audio hardware? That certainly makes it easier for the distros. I don't know if it's just the distros or the base kernel. The only way to determine that is to install and configure a fresh kernel. But, here is something that makes me wonder.....
Look at the dates that these versions have been updated. All this month. Hmmm, why would that be?