Another answer because I had the same problem but I adjusted it this way :
- Open Cursor
- CMD (or CTRL) + SHIFT + P
- In pop-up console that have just appeared write : sound
- you got the : Help: List Signal Sounds => click or enter
- Add with space bar the “Task Completed” or another make sense for you
Now i have sound in cursor
I have created an account just to tell you that, if it can help someone