External Speakers Not Working via KVM

KVM: HDMI 2.1 KVM w/EDID & Serial Control - Dual Monitor - Four Computer

Speakers: Bose Companion 20 multimedia speaker system]

I have the 3.5mm from the speakers put into the KVM. My previous KVM only needed that connection and the speakers worked on each device as I switched over. On this one though, it doesn’t. Is this because I don’t also have 3.5mm going to each device individually?

Yes, but you can buy a cheap USB DAC to fix this:

^^ plug this into one of the KVM’s USB ports, and your problem should be fixed.