There is likely a system-level setting that prevents the sounds. Most modern devices have a Do Not Disturb mode that could be turned on. If you are on Android 8.0 (Oreo) and above, please read the topic on notification channels to better understand how the system handles all of the notification customizations.
If you do not think that any system-level settings are preventing the app from providing a sound, you can reset Pulse SMS' configuration by reinstalling the app.