System alerts and Mail in Mojave are no longer playing any alert or notification sounds I'm running Mail 12.4 on a macOS 10.14.6 system. For some reason I no longer hear any new mail notifications when a new message arrives. As near as I can tell I have Mail configured correctly to play a notification for every new message:

So far, I've tried creating a rule that matched every message and would play a sound, but that didn't help. I've also confirmed that Mail is set to play sounds for its notifications in the Notifications system preferences.
I later discovered that, in fact, no alert sounds are playing on this system either, and that the issue is not just limited to Mail. As near as I can tell, the Sound Effects section of the Sound system preferences is configured correctly.
How do I fix this?
Open System Preferences &gt; Sound.
Click the Sound Effects tab.
Check if Play sound effects through has the right speakers.
Make sure Alert Volume is not mute.
Make sure Play user interface sound effects is enabled.