Look, this is perfectly simple. I don't think you're doing anything wrong at all. You are testing the mission in the editor, right? Hence you are playing in Veteran mode.
If you play in Cadet mode, a ding sound is played every time an objective is set to done (it get's a green V in the briefing), together wit a hint text that says "Objective completed".
If you play in Veteran mode, no ding sound is heard, no hint text is displayed. The objective is quietly marked with a green V in your briefing.
Export the mission to single player and test it in Cadet mode. I bet you heard the sound now, didn't you?