When something vibrates, in air or in vacuum, the flexing of the molecular structure itself robs energy away from the movement and turns it into internal heat. So anything that vibrates will eventually come to a rest (ang get slightly warmer) even in a vacuum.

In air, the vibration is slowed down slightly faster with energy from the movement being robbed by air molecules and it becomes sound waves.

So, unsurprisingly, vibrating stuff will lose its energy faster in air than in vacuum.

To answer your question, the energy that would have gone into the sound remains in the vibrating material and goes to keeping it vibrating a little longer.