It appears there's no builtin way for WeeChat to issue a terminal bell
  on highlights. Hmm. Why is that?

  Anyway, there's a lot of scripts to do that but I  couldn't  find  one
  that  simply  issues  a  terminal  bell  and nothing more. They're all
  pretty complex. Dunno why.

  The following script does the job:

    1   import weechat as w

    2   w.register("bell-highlight", "Vain", "1.0", "GPL3", "Beep", "", "")
    3   w.hook_signal("weechat_highlight", "handle_highlight", "")

    4   def handle_highlight(data, signal, signal_data):
    5       with open("/dev/tty", "w+") as tty:
    6           tty.write("\a")
    7       return w.WEECHAT_RC_OK

  It's so simple that I keep thinking: "There must be a builtin  way  to
  do this."