If your agents are on other tabs when the chat is received, there will not be any audio notification that there is a message. The reason being is that if you are dealing with another client via a screen share/cast, they would be able to hear the ringing sound on their side too as it came in. This way, the Desktop Notification will only show and the audio will only sound once you have the Live Chat page open in your browser. I do apologize for any inconvenience this has caused you.
I hope I have answered your question, however, if not, please get back to me.