That's because even if you installed that, Wine still has itself set up to use the built-in Wine version of OpenAL. To set DLLs to native (or builtin), open the libraries tab in winecfg, add openal32 and set the order to (native, builtin).
That's because even if you installed that, Wine still has itself set up to use the built-in Wine version of OpenAL. To set DLLs to native (or builtin), open the libraries tab in winecfg, add openal32 and set the order to (native, builtin).