Play feedback when volume is changed via touch bar There is an audible 'pop' when I change volume using the slider in System Preferences. I can also hear it when volume is being unmuted using the soft button on touch bar.

I do not hear any feedback when volume is changed via touch bar. 

I have tried tapping touch bar volume button and then dragging the slider, tapping volume icons around the slider, pressing and holding volume button without releasing touch bar; none of them provide any audible feedback.

This is true for both built-in speakers and 3.5mm output.

Is there a way of enabling feedback sound when volume is changed via touch bar?
Start by going to System Preferences > Sound > Sound Effects. 

Under the list of sound effects you should see two checkboxes, one labelled Play feedback when volume is changed. Check that box, and you should hear a feedback sound as the volume is changed. 

Any time you touch the volume up/down button or release on the slider you will hear the feedback sound.

This sound will be different from the one in System Preferences, sounding more like a 'tick'