When I select units and issue them commands, they don't seem to say anything. In fact, there don't appear to be any audio notifications at all when I perform these actions.

Is this normal, or is something wrong on my end?

Going by GSC gameworld's previous RTS games they just don't seem to like unit responses.

That's a shame. It really hurts the quality of the game IMO. When small details like that are absent, the end result is a game that feels unfinished.