I installed Office Pro 2010 (32-bit) on my Win 7 Pro x64 system. I have noticed that there is no "Exclamation" event sound when closing either Word, Excel, or PowerPoint when the Exclamation window appears to "Save Changes". However, the Exclamation event sound does activate when closing Outlook when asked to Delete files in the "Deleted Items" folder. I would have expected the Exclamation event wave to sound in all MS Office 2010 apps.
I did have Office 2007 on my system first, but uninstalled it prior to installing Office 2010. All Exclamation events did sound in Office 2007.