Let's check with "reveal codes":

    $ ping -a 127.0.0.1 | less

    PING 127.0.0.1 (127.0.0.1) 56(84) bytes of data.

    64 bytes from 127.0.0.1: icmp_seq=1 ttl=64 time=0.029 ms^G

    64 bytes from 127.0.0.1: icmp_seq=2 ttl=64 time=0.023 ms^G

Looks like you need a terminal that has a BEL sound.

It just echoes a Bell character to your terminal. Make sure your terminal emulator supports it, and is configured properly: https://en.wikipedia.org/wiki/Bell_character

Windows Terminal shows a "visual bell" in the tab bar whenever BEL is emitted (even though I have it set to "audible" in advanced settings of the profile, hmm).

Edit: Uhm, right. I have also silenced all system sounds in Windows.