New mail notification sound?

Since searching for the word "sound" in the forums comes up empty, I feel safe asking. :-)

Settings > Notifications > Getting attention on new mail has "Play sound" checked. When I click "(((test)))" the sound plays. But it doesn't play when new email comes in.

Is there something else I need to set?

Of course, just edit your filters (View/Filters), check in all filters where applicable: Action/Notify > as Usual. Hit File/Save.

Global Settings/Notifications are only applicable if message is not filtered, or filtered with Notify as Usual checked.