Funnily enough I'm seeing it at the moment with the VRS Superbug. When I fire everything up I hear the afterburner noise playing in the VC, but not outside. It remains stuck that way until I advance the throttles and switch views, at which point it goes away entirely and never plays again.
At IRIS when we were developing the Vulcan I could never get the "howl" to play properly, and the sounds were awfully muted on my system and my system alone for some reason.
I have a feeling FSX doesn't like my on-board Realtek sound, and it's a shame because everything else works fantastically well with it.