Are you testing on one specific machine? I just wonder whether the hardware implementation of the speaker on your test machine is not quite the "standard" implementation and needs some sort of chipset driver in order to enable it so that standard script operations can function.
I suspect Ghost is driving the hardware port that the speaker is on, directly, or at least at a lower level than is used by script commands.
Simple test would be to boot the test machine using a DOS floppy or some other DOS boot method and try the beep command from there. If it does not work at that level, then that would suggest there may be a chipset driver requirement.