I'm using TinyMCE and I'm using the Full HTML format which shouldn't strip any tags. I copy another web page with an html5 audio tag in it and paste it into the editor. I can see the html5 audio player there, but when I save, it is stripped out.
I tried again and this time brought up the raw html editor and directly put the audio tag into the html. When I click Update, the audio tag is stripped out.
Here is my Full HTML text format config: