Euphonium does not have native sound/playback
Users have raised this numerous times in the forums. Reasons given are similar to https://musescore.org/en/node/203491, "None of these a part of GM, so would need some specilized and additional soundfont."
As of MuseScore 3.6.2, euphonium uses the tuba sound, which causes its own issue, documented at #324917: Euphonium uses tuba sound by default, no playback above C5.
Even if there is not an easy fix available, at least possible workaround or links to external soundfonts can be collated here.