Drawing on straws here but: The sound-file used for incoming messages
("message-new-instant.ogg") is extremely quiet (too quiet for my taste
at least). Even with alert volume at maximum I can barely hear it.
Maybe that's the same with you. So maybe try to use a sound-file, that's
louder?
The afor
I have the same problem, but found a solution, that worked for me at least:
I noticed, that after installing the package "sound-theme-freedesktop" and
setting the sound theme to default in the audio properties, empathy made
sounds. So I decided to look at the files and found the following: There