Hi:
Unfortunately with W8, that is normal.
The OS boots up so fast it doesn't have time to load the startup sound.
My W8/8.1 PC's do the same thing,
It used to be on W8.1 if you shut down from the windows icon on the bottom right, it would play the windows startup sound but the lastest update to W8.1 made W8 startup faster from there now too.