Hi and welcome to the forums. I think it would be possible since it was doable on the real calculator, and it would be much less dangerous to do it on an emulator (on the real calculator, when connecting an audio speaker or an headset you might end up connecting the cables to the wrong dock pins, either by mistake or by accidentally touching them then accidentally brick the calculator.

However, the question is more if it would be worth it, because since the TI-Nspire lacks a 2.5mm jack, much fewer people can use the audio player than they could use the ones on calculators that had such link port. With a 2.5mm port like on the TI-84 Plus or fx-CG10, you can much more easily (and safely) connect an headset with a 2.5 male to 3.5 mm female adapter and such adapter or headphones is much easier and cheaper to find than the hardware required to get sound on a TI-Nspire CX. There are currently only two Nspire apps that supports sound: NyanCalc and the Audio Player.

I don't exactly understand why you would want the emulator to support one special app?
You can play sound just fine without an emulated hack...
But if you really want, to you can implement it yourself: https://github.com/antoniovazquezblanco/nspire_emu
You'll "just" have to measure the time between HIGH and LOW on GPIO4 and set the output value proportionally (the ratio is the amplification).

I don't think the GBA emulator supports sound.

Yes, if you want to implement it. The issue is I think it's worthless to do so just for 1 single user in the world.

And in order to connect a speaker to the calculator, the manipulation is very dangerous since you can accidentally short-circuit the pins so I'm unsure if any developer will take the risk only to see Omnimaga forums flooded by dozens and dozens of "Nspire doesn't work anymore help!" threads.

Probably on Ticalc.org with the GBA emulator itself, unless Calc84maniac made it closed-source. In such case you would need to ask him via private message here (without insisting of course, because Omni forums has an ignore/block user feature)