The Audio Post Format is meant for posting audio, which would include SoundCloud. If your SoundCloud embeds are not showing up with an audio player when you post to Facebook, that’s either a problem the core WordPress implementation or with Facebook not picking up the fact that there’s a SoundCloud embed in the post. In either case, this is really a question/discussion for the WordPress support forum, as honestly there are many far more knowledgable people over there than me. 🙂