Environmental audio information is currently available only for users of Apple Watch Series 6 or later.
If you are wearing an Apple Watch Series 6 or later during the night and you still get no data for that section please check the following:
Apple Health permissions.
Open the "Settings" app (the one with two cogs).
Go to "Privacy & Security" > "Health" > "Pillow".
Make sure the switch for "Environmental Sound Levels" is turned ON.
Make sure sound measurements are enabled
Open the "Settings" app on your Apple Watch.
Scroll down to find "Noise".
Make sure "Environmental Sound Measurements" is ON.