Since they're made of wood, them using wood sounds would be expected, but this is not the case.
This was included in MC-91091 (likely due to other tickets regarding this being resolved into it), which was later resolved as a feature request due to also including many feature requests. However, this specific case is almost certaintly a legitimate oversight and deserves separate consideration, especially since the bug tracker no longer compiles huge lists of issues into single tickets anymore.
Bedrock Edition has the correct behavior, where jukeboxes instead sound like wood.
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Not sure that this is a bug.

Thank you for your report!
However, we are already tracking this issue, and this report is a Duplicate of MC-91091, which has been marked as Invalid - this issue does not meet the criteria of the bug tracker, please check the parent report for more information on why this is the case.
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Hi! I can confirm.
Can confirm in 20w51a.
Can confirm in 21w05b.
Can confirm in 21w06a.
Can confirm in 21w07a.
Can confirm in 21w08b. Video attached.
Can confirm in 21w11a.
Can confirm in 21w13a.
Can confirm in 21w16a.
Can confirm in 21w17a.
Can confirm in 1.17.

Confirmed with 1.17.1 Release Candidate 2

Confirmed in 1.17.1

It may be a parity issue and a bug at the same time; parity reports are different from bug reports that the other edition doesn't have.
Can confirm in 1.18.1.
Can confirm in 1.18.2.

In 22w15a

Maybe because the diamond is placed first when breaking/broken.

Can confirm in 1.19 RC2.

Can Confirm in 1.19.3 Release Candidate 3
Can Confirm in 1.19.2

Can confirm in 23w07a.

In 23w32a