I supposed it was because of the Beta.. been trying those since iOS 6... but (to me at least) the only one that fails with sound is WhatsApp. I can hear all the others (and somehow, mail, since I now receive about 40 mails daily and all of them chime and cry and annoy me... but life is life.)
The question, since the iOS 9 forum, was about the beta. I know it does not work (on iOS 8, I learned how to live with WhatsApp crashing all day long and not sounding alerts... now, at least, it's only the sounds)
About why we use WhatsApp a lot... well, here in Mexico we have a lot of androids and iOS's and Windows and all kinds of phones. So we actually use it, A LOT. If it were for me I would delete it as I deleted my Facebook Account, but my boss lives by it, and I have to be available at all times at work.
A lot of people use that here in Mexico at least. I would love to live by iMessage or nothing at all... but such is life.