I checked this out while custom lock sound is on and car locked, and the first time I unlocked using key card I got the two horn unlock sound. After that, there is some sort of a low boom out of the speakers (I think) when I lock or unlock with the key card, but no actual sound. Using the phone key, no sound plays during unlock and the custom chime plays on lock.
Seems like they need to iron out the logic between using the key card and phone key. But frankly, I wouldn't really want the sound to play during unlock, because it could get embarrassing if you have some, er, more aggressive lock sounds loaded....