I had a job once where I had to use not only IE but also a "thick client" that was .NET based and had similar audio feedback. I kept my computer on mute the whole time because it sounded like a goddamn slot machine.
You can turn those off, but yes, they are incredibly annoying and most users don't realize they can be disabled. If you do something like MS Update, where there are a lot of redirects, you'll hear 15 or so clicks in rapid succession. It's like they've never even used their own browser.
I don't because I always turn off all system sounds on my computers, and others' computers at work rarely have speakers anyway.
That might be the specifics of being a power user: you may not understand problems of common users because you do things very differently anyway.