In other programs, when you click a note in the piano roll grid (not on the piano roll keys themselves), you can usually hear the note as you move it. And also, when you place it. Reason 4.0.1 doesn't seem to do this. Did Propellerheads remove this functionality or did Reason never have it?

If you're not sure what I mean, watch this video of Studio Vision, an app from the late 80s / early 90s:

http://www.splicd.com/ioBYL4svElw/185/386

See how when he drags the note in the piano roll, you can hear the note change? I can't get that to happen in Reason 4.0.1. What am I doing wrong, if anything?