Gmail setting at "notify me of all new emails", but no sound when they come in

[Windows 10]

I know this seems like an easy thing to fix, but there is nothing to setting the email notification.Went into settings, set it to Musicbox, and more, and then sent myself emails but there is noring telling me a new email came through on my desktop. Here are the settings. This should just work, but it does not.

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