I want a better notification too. I'm not sure the sound is playing, because I haven't heard it at all. If it's playing it blends in with the background music.
There is actually a reason not to build in a city. Almost everything you build has maintenance. If you build too much, you will run out of money.
Yeah, but there's no reason to not be building things. Even if you have all the buildings you want, you always need more soldiers. There is a building you can get from city level up that increases gold production when nothing is being produced, but I reckon there should be another building which does that to a lesser extent and is easy to get early on.