Apple - Can I get my Touch Bar to play sounds to acknowledge my Touch Bar key presses?

Actually you’re in luck. A while back I came across Haptic Touch Bar.

This software not only offers the sound feedback you’re looking for, but actually provides tactile feedback by activating the trackpad magnets to vibrate the MBP when you're using the Touch Bar.

NOTE: I am not affiliated with the developer or this software in any way.

There is a FOSS alternative out there: HapticKey. The latest release can be gotten on Homebrew:

brew cask install haptickey

Similarly as Haptic Touch Bar this software will both enable tactile feedback and sound.