All digital devices will use some amount of memory. Audio devices are all digital these days and only use a DAC (Digital to Analog Converter) to generate the actual audio waveform from a raw sample stream.

On something like a standalone audio amp there still has to be the whole backend to store codec information, menus and settings, and a whole host of other controls and audio processing features that are likely implemented on top of a basic OS and not directly written to a microcontroller. There's more memory than you think.