Must be a local phenoma, here I can hit CTRL with whatever = nothing happen, no sound no nothing and as long as I can remember it never did.
Did you try with test project I posted? It depends on what control you have focus. I got sound when in TEdit, TMemo (not all combinations), TComboBox, TMaskEdit, TDBEdit, TDBLookupComboBox, e.g.
I don't get sound when I have focus on TButton, TBitBtn, TRadioGroup, TDateTimePicker, ...
I guess it depends on Windows widgetset.