I tried to find the answer in the owner's manual and it just mentions that the LCA warning display will light up in the corresponding outside mirror and will flash if the turn signal is on. nothing about an audible sound to warn you.
Wasn't missing this feature until it got really sunny here. Can't see the dull orange light in the bright sun.. an audio cue (that can be disabled) would be nice.
Most other cars I've driven with bsm have a tone that only comes on if your signal is on.