Exoplanets are difficult to detect because they are:

Dformation of a precipitate

Sounds propagates through some kind of medium. usually it's air, but it goes just as well through solid objects like walls, windows etc. a soundwave will compress the (air)molecules in front of it, and if this increased density wave hits your ears, you register it as sound. solid objects like walls are a lot denser than air, this means that they will damp a wave, but also carry it easier.