Actions sounds are seamlessly integrated in iOS 4 and 5.
iOS6 however introduced a distinction between apps volume and system sounds volume, in order to have two independent levels and let users to set for example the app volume low while keeping high the alerts.
In iOS6 Actions sounds are currently linked to system sounds volume (we will fix this very soon in the updates to come).
In order to change their volume go in Settings > Sounds, then switch "Change with buttons" to ON.
Remember that this will affect also the volume of your alarms.