I also ran into this issue. The problem is that Auto Destroy is set to true in the Spawn Sound 2D node by default. The node will destroy the sound immediately after the sound finishes playing. As a result, the bound event cannot be called as the sound that is supposed to call it does not exist and hence can’t call it.
Uncheck the Auto Destroy option, and then destroy the sound manually in the bound event using the Stop node. 
EDIT: Persist Across Level Transition must also be off.