The thread you have mentioned is from 2013. It refers to Emulationstation 1.0 I guess.
In the older version of Emulationstation there were sound effects in the menu. I can confirm that. But with Emulationsstation 2.0 and the theme “Simple” I miss sound effects in the menu. Perhaps sound is possible but it is not implemented in the theme script?
At the moment there is no menu sound defined in the simple theme as of version 1.4. We first have to implement various points where sounds can be played, for instance launching a game or going back to the systems screen. It will be in one of the next releases of ES. Stay tuned!