For almost all steam that comes with RailSounds the sounds are in the tender and not the locomotive, 99.9% of the time. There are exceptions, including the high-end Legacy stuff which can have sounds in both, but there are very few of these models in the line-up.
Also however in a very small number of cases, alternative tenders have been offered, in addition to the one that shipped with the loco, for an optional look. I believe that's what the PT you mentioned (using 691RS50020) is for. If I recall correctly it's used as an alternative to a traditional tender (using 691RS5001A) with the Century Club (CC) Empire State Hudson. Two different tenders, two different boards, neither are in the loco.
Mike