@beeshyams suggestion worked: Google knows where your phone is, even if you don't.
From another user, you can also do it with ADB:
adb push t.mp3 /sdcard/
adb shell am start -a android.intent.action.VIEW -d file:///sdcard/t.mp3 -t audio/mp3
(Playing a video file the same way or starting youtube (
adb shell am start -a android.intent.action.VIEW -d https://www.youtube.com/watch\?v\=oVQqmH4ufCQ)) will not produce any sound if the device is locked it seems like)