The turn signal sound comes through the Infotainment system (audio). If you have that sound off you may not hear the turn signals, not sure as I never tried that.
Given that most people do not drive in silence, I would go into the Infotainment settings and reset to factory defaults and see if that helps. First I would poke around the sound settings to see if there is something specific to the turn signal sound. I didn't see anything in the manual, but you never know.