SDL2 "No such audio device." on Lubuntu 20.04.1

Whenever I try to use any software that uses SDL2 or try to make my own app that uses SDL2 I always get “No such audio device” whenever SDL_OpenAudio is called. I installed SDL2 via my package manager and I’ve even tried building SDL2 myself. I have the ALSA dev package installed too, but I still can’t get it to work. Is there something I’m overlooking here?