As a rule of thumb that’s fine, but it’s not precisely true. There will always be a little energy going everywhere it can.

Entropy doesn’t mean “everything turns into heat” it means everything becomes dispersed across all the possible states. Most of the possible states are possible states of heat, so that’s where most of the energy ends up, but only most. The chance that all the energy ends up as heat is similar to the chance that you turn on a heater and it heats up everything except for a small thermometer which stays mysteriously cold. Sure, most of the heat would be outside the thermometer, but you expect the thermometer to get its share of the energy. Equally you expect light and sound and gravitational potential and chemical to get their “fair share”, even if it’s a very small share.

Edit: I guess you could say all the energy would pass through heat at some point. That’s probably true, but equally you could say all the energy ends up as light at some point, and that’s probably true too, as it wobbles between possible states randomly. More usefully can ask what ratio ends up in each form before reaching a steady state (where the amount of sound turning into heat is equal to the amount of heat turning into sound)