By "controller" do you mean the remote control? I get tones when I start my RC and MP but have not noticed any when the MP actually completes a connection to the RC or Go 4.
I've never noticed this beep. Why do you want it? You'd still have to wait for the RC display to tell you that you're in GPS mode before you can safely fly. I normally get OPTI mode for half minute when the controller connects to the MP.