set it to single mode, first 1/16, than 1/4000, and you will hear the speed difference but, in each case there is the first mirror up,, then the actual shutter release, so think of this as first a constant time that represents the mirror up mode, and then the variable time of the actual snap.
If you want to just hear the sound of the shutter, well, actually shoot in mirror up mode, where the first shutter press raises the mirror, and the second snaps the shutter, then you will hear a very distinct difference.
Never should the shot take noticable time, unless shooting slower then say 1/16th of a second. Heck, some of the VR and or old time shooters will brag on how they can hand hold a camera at 1/16th without shake (I am more of a 1/30th minimum).