Yep, I also flew a Syma X5C-1 and a Cheerson CX-20 with a Blackview Hero 2 action cam, both do record sound, and all I could hear is the annoying propeller noise and wind noise.
You're better off using a handheld and editing it in. This way you can record what you want to say and have shots of you talking and then also from the UAV far enough away from you to not hear the prop buzzz.