Many mainboards have moved to a small piezoelectric speaker, not dissimilar to the buzzer on an old style of digital watch (think Timex), rather than a speaker pinout for the system.

It’s soldered right to the mainboard. It’s different than the crap cone style system speaker.

The cone style usually was bundled with the case and was usually mismatched lowest bidder garbage.

I’m pretty sure that even very modern mainboards have a piezo style “speaker” on them, though many might forego this in favor of lights or something.