If you hear the GSX speech, it means everything in the GSX sound engine is working normally and the correct audio card is selected so, there are no problems with the sounds in GSX.
Boarding/Deboarding sounds will only be heard when passengers are boarding. Since the passengers boarding time can be altered by the user in the Timing settings, a combination of a very short time per passengers and a very low number of passengers, might result in a boarding time too short to allow any sound to be played.
A very low number of passengers is usually caused by having called GSX too early, before loading the airplane, which might happen with some 3rd party airplanes with a progressive loading simulation, like the Aerosoft A320.