Hello! I'm Manoel Barros, a user with experience in Microsoft products. I will help you with your problem!
The sound setting that controls the "beep" when you change the sound volume is the notification sound setting. There is no way to change it individually.
Make sure the steps below are the same as the ones you followed.
- Press WINDOWS + R > Type "ms-settings:sound" (Without quotes) > Select More Sounds Settings > Sounds.
- In Program Events, look and select for Notification > In Sounds (next to the Test button), change "Windows Notify System Generic" to "None".
- Click Apply > OK.
If you've already done this and it didn't work, it may be a Windows bug. Try resetting the sound scheme.
- In the same tab, under Sound Scheme, select None instead of "Windows Default" > Restart the computer.
- After restarting, go back to the Sounds tab, and set the "Windows Default" scheme > Change the Notification sound again (step by step above).
I look forward to your feedback on the issue! If your problem is solved, please review the topic so I can help other users with this issue.