Actually now that I think about it, this issue may also apply to IM and may also exist prior to changing the sounds; I've attempted to use the IM before and other users do not seem to get the messages (even though I have site-wide checking enabled).
Update: I did an actual test with another user. This bug does not apply to IMs, nor does it apply to guest users on chat rooms. However logged in users in the chat room will get the sound notification of a new message, but will not see the new message unless they refresh the page or send a message of their own.
It's a conflict with site-wide IMs. It's more than just welcome posts, it's all posts not coming through. Site-wide IMs are only for members, hence no issue for guests.
EDIT: I mean the change already placed in custom theme