Recording to AVI,in the film viewer, does result in no sound in the AVI. It is a limitation of the current film viewer.
I usually just set my sound recorder software to record the sound independent of the AVI output of the film viewer and then build them together in my editor.
I assume you used the "Use Recorded View" option, but are saying it does not use the custom saved views? If so, then yes, you are correct. The current version does not use the custom, saved, views from the game.