It's possible to have some third party app do that for you. DragThing - while not developed anymore but still available for download and possible also purchase has the ability to add a log off / logon sound. It's also a shutdown sound. You can download some sounds from
www.adiumxtras.com and extract a pleasant sound from a soundset intended for Adium(not developed any longer) Perhaps the developer can lend out a serial number for his application - though I haven't heard of such a thing - despite DragThing not being actively developed. DragThing is available from
www.dragthing.com after a brief message from the developer about the status of the application.
There is a Mac App Store application / system extension called SoundAr that also gives sounds like shutdown and startup(more macOS log-off and log-on sounds) This application has the absolute worst interface however. But gives sound to most everything in your system. Menus and such. Requires an extension to give more functions.
Enjoy.