Player Experience (PX) in video games is a multifaceted construct encompassing affective, perceived, and subjective dimensions. While extensively explored in Human-Computer Interaction (HCI) and games user research studies, the practical evaluation of PX, especially concerning audio elements, remains challenging. This paper presents a Literature Review (LR) (n=26), which addresses the gap in the literature related to audio in PX evaluation, unveiling trends and issues. We used Creswell's methodology for LR, exploring three major research questions that investigate the approaches, instruments, and methodologies used to evaluate audio in digital games, the constructs of player experience related to audio assessment, and the challenges faced by researchers in this context. Our findings underscores challenges in the generalization of study outcomes, audio personalization and variation and audio-games evaluation. This work strives to bridge the gap between research and practice, fostering a deeper understanding of the intricate relationship between audio and PX in games.