When I was mob hunting, I got killed by a creeper, but it didn't play its explosion sound. I tested when a creeper exploded and it played the sound. I think that the players hurt sound overrides other sounds, as I think PE can't play multiple sounds at the same time.
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Sounds like a sound error when a player is close to said mob. Is it possible, that when you died you didn't hear it, but it did play? if not, sounds like a coding error with the game itself, causing it NOT to play at times.
Is this still a concern in the current Minecraft version? If so, please update the affected versions in order to best aid Mojang ensuring bugs are still valid in the latest releases/pre-releases.
I think this is basically a duplicate of MCPE-1576.
So when the creeper killed you, it didn't play the sound, but you tested it another time and it did play the sound that time?