When you click the "Create New World" button, it plays the click sound, but stops right after the world starts to be created.

When in the world options GUI, where you can name the world, change the world type, choose a seed, and other stuff, clicking the "Create New World" button plays the click sound that all of the buttons make, but it is stopped abruptly after Minecraft starts to create the world.

EDIT: This also happens when clicking the "Quit Game" button in the Main Menu