Thanks for the heads up. I converted the audio to mono using Audacity but the problem still persists. Just to give a little more scenario. I am using Sublime Text and compiling using g++.
I changed the code to what is seen below. Still no change.
sf::Listener::setPosition(0.f, 0.f, 0.f);
sf::Listener::setDirection(1.f, 0.f, 0.f);
sf::Sound::setPosition(10.f, 0.f, 0.f);
sf::Sound::SetRelativeToListener(true);