I think that only works on Gen 1. I tried it and it makes the volume bar show up (with some obscurely labeled message, same as the menu option) but you can't adjust it.Someone probably grabbed the volume knob while it was playing and turned it down. Try just turning the volume up while it is playing.
That's what it was! "Audio Cue"!Just checked my gen 1. It's in Radio Settings, Audio Cue options. You need a check mark in Audio Cues to hear startup/shutdown sounds. Unchecked will be no sound. When checked you can set the volume, but cannot turn it all the way off.