I managed to hear the login sound, by doing the following:
Opened the file manager (as root), went to directory:
/usr/share/sounds/freedesktop/stereo/, and pasted there the sound file (in ogg) I wanted. Renamed the file as:
desktop-login.ogg.
Rebooted.
The login sound is now playing!
It seems that some of the sound files are missing from the directory...
So, I placed a couple files there, and renamed them as:
desktop-logout.ogg &
system-ready.ogg, but I had no success, until now, in hearing the ready-sound (in gdm) or logout-sound.
After that, sometimes, I hear (not in it's full length) the ready-sound when I log-out, and always when I close Firefox.
I'll keep trying...
It's not a Mageia-only problem. There's the same "problem", in other distros too.