I've got the D&D Master Collection DVD of the Infinity Engine games + Temple of Elemental Evil, which is an Atari-produced repackaging of the GOG versions.

I don't know if it's been fixed by GOG since then, but I noticed that some of the character sound sets in Icewind Dale 1 are broken (all of the thief ones, among others) such that none of the sounds from the affected sets are played either in the sound set selection menu or in the game.

I was able to solve this by downloading wavc.exe from here: http://www.resonant.org/games/baldursgate/

I used it to unpack all of the files under the Sounds folder. This increased the size of the sounds from around 30MB to around 90MB, which is negligible these days, and resulted in the game being able to play the sounds.

Edit: Hmm, well that doesn't seem to have fixed it 100%. Instead, I seem to get a different set of non-working sounds. I guess there may be some other bug in the game?

Edit 2: Replaced it all with the sounds folder from IWD2 and that mostly worked. It almost seems like the game can load only so many sound sets (~25?) before it won't load any more.