Nikon D810

Likely because it’s in AF-C and not AF-S. you could set the camera to AF-S and then it would beep. But that wouldn’t be true back button focusing, it would be moving the AF activation button from the shutter to something else.
 
Camera is set to AF-S and beep to on. Beep work fine if set to shutter focus + release.
Just a thought but you’ve got the volume up?
Perhaps the beep is only ‘tied’ to the shutter release button and not any others.
 
I haven't used the D810 but on my (ex) D800, current D750 and any other Nikon body that I have used with BBF I get a beep if the focus mode is set to AF-S or AF-A but not AF-C.

I always have both AF-C and AF-S set to focus priority as I don't see any point in letting the camera take an image when it knows it's out of focus.
 
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