Hello, may be the changes which you do in the SAP GUI is not reflected to the registry file.
Try like below ----> go to your registry editor and do the below step as mentioned in the sound settings page in the below document under the section "7.2.19 Sound Settings Page".
Registry Values
Activate Audio Feedback
[HKEY_CURRENT_USER\Software\SAP\General\Appearance]
“Sound” (REG_SZ) [Default: ”On”] {“Off” = inactive; “On” = active }
Regards,
TP