It seems that picking up water with a bucket does not play a sound in some circumstances. This only seems to happen for the player picking up the water; for other players the sound plays normally. I can reproduce this somewhat reliably when picking up water at the edge of my (default) block interaction range on a particular (somewhat laggy) server; I cannot repro at all on another server or in singleplayer.

(Note: I have Haste I in the video below, but I have confirmed that this is irrelevant.)

Water audio bug.mp4

Update: After the server was restarted to fix persistent bad TPS (which eventually triggered the watchdog), I can no longer reproduce this. The bug is almost certainly TPS-related.