I can't remember reading your original post but have you checked that the default sounds are actually present in /usr/share/sounds and/or have you tried loading a sound file that you know plays with esdplay. Do the previews work ?
I don't think I explicitly said, but selecting a file (e.g. /usr/share/sounds/login.wav) and using the Preview button results in no sound, whilst "esdplay /usr/share/sounds/login.wav" does give something (though not particularly tuneful!).
I presume the 'named' sounds (Login, Logout, etc) are built-in in some way instead of having a file associated with them; but I'll settle for the file based sounds, first!
Greg