Hello, I can confirm this problem with version 1.2.5.2 but I have managed to trace down the cause on my side:
If you load the plane with any preset panel state (except c&d) and turn off the engines, the sounds will play. But if you load at cold & dark and start the engines, the engines when they start, the ignition process kind of hangs when N1 reaches 6.5 % and then the startup sound might be skipped. And this ignition thing directly affects the shutdown sounds: If you start the engines by yourself with the correct procedure and using the IGN in mode selector, then you get this i