If sound notifications are missing in your empathy messenger, just go to terminal and type
sudo aptitude reinstall sound-theme-freedesktop ubuntu-sounds
Then restart empathy, everything works.
This is because, the ubuntu studio sound theme does not support empathy sounds. This gets sound back by reinstalling sound-theme-freedesktop and ubuntu-sounds package:
If you still don’t have sound notifications, go the the Preferences menu of Empathy and check if the sound notification is enabled or not.
Thanks again to this article: http://askubuntu.com/questions/109956/no-notification-sound-with-empathy