Some PC fax modem cards do not provide audio feedback.
The standard PC card modems have a "speaker out" pin. This is a modulated square wave, which is the standard PC sound output. When you use the modem in a laptop computer, you are actually hearing the speaker in the laptop.
In Apple MessagePad devices, Apple uses true digitized sound, similar to the SoundBlaster card, used in most PC/Window computers. The Apple MessagePad hardware can not make use of the square wave signal, so it cannot route that signal to the Apple MessagePad speaker.
The original Newton PC modem card had a speaker in it, and it is the only PC card made with a built-in speaker.
Apple Computer has no current plans to change the Apple MessagePad design to accomodate PC Modem square wave signal.