Comment 9 for bug 736349

Turns out the cause is the ubuntu-sounds package doesn't provide the test sounds, and gnome-volume-control falls back to playing the bell sound instead. But, the bell sound is only played when "Enable windows and buttons sounds" is enabled.

The solution is to install sound-theme-freedesktop which provides these sounds.

I'm guessing this will be easy for OEM to add to their images, but I also recommend that this is installed in standard Ubuntu as ubuntu-sounds does not provide all the audio events.