Yes my system connected the same way yours does, To make my self clear about any problem with connection I format the sdcard and use my old navi backup files and hey its working and no problem with the sound. With the new navi I tried to mute the sound with little small speaker on the left side on the screen and I turned back on with no sound at all. The way should work when I go to setup region to change the voice I should hear "have a nice trip drive carefully" in my case I don't hear any sound when I try to change from Amy, Jason or Dave package.
Did you change any setting in the sys.txt or system.ini files?

Thanks.