I have tested this as both a night elf female and a night elf male - they do not make a sound. I asked other people (also playing night elves) to test, and they also ran into this issue.
The files were in the game since TBC, but they weren’t actually used until Cataclysm 4.2: https://www.youtube.com/watch?v=-831gLk8EgQ
https://gamefaqs.gamespot.com/boards/534914-world-of-warcraft/41668482
Still sounds like a bug to me.