Thanks @Bryan_Nieman and @Enrico_Castagnetti for checking on this (and Enrico, additional thanks for testing at your end – much appreciated!).
I’ve been looking some more at info about NUCs and Intel HD Audio, and I think I may have figured it out. My current understanding is that (1) ROCK, unlike Windows, depends on Intel supplying the audio drivers. (2) Intel provides the audio drivers needed for “HD Audio”, or more tangibly, HDMI audio, for some models (e.g., NUC8i7BEH and NUC10i7FNH-non-N) – but not for NUC10i7FNHN. (Why on earth would Intel do this??) (3) Ergo, ROCK can play audio via HDMI on some models, including the NUC8i7BEH that I currently use (“HDA Intel PCH HDMI” zones do show up as available on that model in ROCK), but not on the NUC10i7FNHN.
Probably was blindingly obvious to both of you, but it took me a while to get there! – thanks for the input.