The sounds of cloth are triggered and played in a different way. They are linked to the animations, which is why when you turn on the spot you still make noise - your character is animating, so the sounds play. Footsteps however need to differ based on the material a player is walking on (dirt, snow, wood, metal, etc). For that, some code has to be run which uses the location of the player's feet and that's where the problem lies. If the server tells your client that there's a player there but they're not relevant, your client is unable to know the location of the enemy player's feet, so it can't determine the type of footstep sound to use and therefore plays nothing.