If it is pulseaudio, there will be a delay turning on the speakers list long enough to prevent the audible beep from being heard. Actually I don't know if this is pulseaudio or something having to do with these powered speakers that snap, crackle and pop when starting up. The problem has persisted across 32-bit and 64-bit distributions and systems, so I guess it is. Sound just takes a second or two to wake up. Just press the button several times and you'll hear the audio test tone. If as you say you can hear sound in games on Wine, so everything is fine.
