To enable Bootguard Audio Cues (beep), you must edit the PGPprefs.xml file to have the setting persist.  If added via the pgpwde.exe command line tool, it only works on the following boot and then turns back off.

Symantec Corporation is committed to product quality and satisfied customers.  This Feature Request is currently being considered by Symantec Corporation to be addressed in a forthcoming version of the product. 

Technical Support filed a Feature Request to add this product feature. Note that an feature request is exactly that, a request. There is no committed date for this request from the Endpoint Encryption Product Management team, nor from the Endpoint Encryption Engineering team at this time.

Please be sure to refer back to this document periodically, as any changes to the status of the request will be reflected here.
 

Workaround:

Exit PGP Services. 
Go to %appdata%\PGP Corporation\PGP 
Edit the PGPprefs.xml file. 
Find the following and edit it: 
<key>wdeUseAudioCues</key> 
<false></false> 
to: 
<true></true> 
Restart PGP Services