Why is In-phase Quadrature sampling not used to record and store digital audio?
It is because the audio signals are real and already at baseband. In contrast radio frequency signals are often represented as complex numbers once they are brought back to baseband. Real signals can be represented as a single stream of real numbers, while for complex numbers two streams of real numbers are required to represent them (as in $I+jQ$). 

When the upper sideband of a radio waveform at a given carrier frequency does not match the lower sideband of the waveform in magnitude and opposite phase, then the waveform when brought to baseband must be represented with a complex signal (because at baseband the positive and negative frequencies will not be complex conjugate symmetric, which is the requirement for any real signal). A simple example of this is Quadrature Phase Shift Keying and Quadrature Amplitude Modulation where samples are mapped to locations on the complex (IQ) plane as part of the modulation.  

It is helpful to have a full grasp of a complex frequency represented as $e^{j\omega t}$ vs $cos(\omega t)$ and what happens when you translate either in frequency to a real carrier: in the case of the exponential only a positive frequency exists so when translated using a real carrier frequency will be a single real tone at a higher frequency than the carrier (upper side band) and similarly $e^{-j\omega t}$ will be a single real frequency at a lower frequency than the carrier (lower side band). The sinusoid in contrast contains both exponentials (see Euler’s identify) and therefore will have both sidebands when translated. This shows how the complex form can be used to occupy half the bandwidth which is a motivation for doing so (in fact the higher modulation orders mentioned offer better spectral efficiency and are complex waveforms in order to do this.)

Similarly the audio signal could be made complex if it was to be converted to a carrier for the same reason (for example single-sided AM is one variant of an analog modulation that can be used with audio in complex form.)

But ultimately an audio signal that is going to one speaker is represented by a single stream of real signals so as explained earlier is not complex — but between the microphone and the speaker we can choose any way to encode the data including complex signals.