Most of the time, the audio cue that play before you get hit either by melee or ranged works as intended. But sometimes, as if there is some type of cooldown before it can play again, it doesn’t work.
If I hear and can react on time, it’s great. However, other times it doesn’t come out. I just get hit randomly by a enemy that for some reason spawn behind me and hit me. Considering that enemies like to spawn behind you all the time, having this cue being a bit inconsistent it very annoying.
I’ve never heard this audio cue people talk about. Half convinced you’re all just making it up. 
Looking at settings and audio. There is an option to turn it on. However, I think it’s ON by default.
This is some cue before you’re specifically swung at by a particular mod you’re talking about? I mean, there are all sorts of cues that a horde or special is somewhere on the map, but I assume that’s not what people mean here. The only thing I’ve ever heard is the rager’s chain axe revving up.
I think there is a cue before getting ranged damage too, and before getting shot by sniper. The problem is, due to bad ping you may not hear it as you will got hit almost instantly after it.
I always hear the zip of the sniper bullet after it passes by. Thought that was intended, as it’s how that really works. But the sniper has that laser beam anyhow.