I don't think so.Does the Az even do a tone when pointing? I don't see an option.
The only thing you could hope for is to beg the company to add that as a feature.
I've not known any receiver to do that except for DirecTV/Dish/Bell receivers.
Well, the Coolsat 8100 I have does make a sound when you get a signal...it's more of a shriek than a beep though...grates on the nerves.