The first question you should ask yourself is:
How many users are woking with sound enabled?
And how many of them are listening to music (surely with headphones)?
I just asked around in my office (28 persons in my room), and only 4 of them have the sound enabled and each of them are listening to music.
What I want to say:
If we take the numbers of my quick survey (sadly, I couldn't find any official survey's on the web), about 14% have their sound enabled so are able to hear the sound.
All of them are listening to music. It could be they don't even notice the sound, and when they do, they find it annoying.
So if an error occurs, the most of the user will notice it only by the visual feedback, and not with the audio feedback.
And exactly this is what I think. There are so many "troll"-videos with these annoying error sounds, so it would be better to find out a better to set on visual feedback, than audio feedback.
But for fatal errors, it also could be helpful to play a audio feedback...