The noise of a rocket engine is created by the interaction of the propellant exhaust and the surrounding atmosphere. No atmosphere, no noise.
There may have been a low level of noise in the cockpit due to vibration, but the astronauts used specialised communication microphones which were positioned right next to their mouths. These microphones are specifically designed to eliminate background noise.
Note: For more information about microphone directionality see MediaCollege.com's Tutorial on How Microphones Work.
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