The new ambient loops from Java edition do not play in the five nether biomes. Each biome is supposed to have its own ambient loop, which gives them all a unique feeling. This is more of a parity thing than anything, but I'm putting it in the bug tracker because one of the changes the changelog from beta 1.16.0.57 states "Added moody sounds to crimson forest, warped forest, and Soulsand Valley," but those seem to have gotten lost somewhere along the line.
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Thank you for your report!
We're actually already tracking this issue at MCPE-79532, so I will resolve and link this ticket as a duplicate.
If you would like to add a vote and any extra information to the main ticket it would be appreciated.
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