Howdy,
Is your volume turned down or muted? You did say you checked the sound settings…. Hmmm.
For Me
I also had no Startup Chime on my MBPro with Catalina 10.15.7.
So following your Terminal command hint (also from How to Turn On the Startup Chime on Your New Mac)
First I verified the setting for StartupMute with the Terminal command "nvram StartupMute" and found it wasn't even defined.
Ivan-MBPro-16:~ ivan$ nvram StartupMute
nvram: Error getting variable - 'StartupMute': (iokit/common) data was not found
So I entered the command to define and set it.
Ivan-MBPro-16:~ ivan$ sudo nvram StartupMute=%00
And verified it was set
Ivan-MBPro-16:~ ivan$ nvram StartupMute
StartupMute %00
I now have the Startup Chime!
I turned the volume all the way down, no Startup Chime.
I turned the volume all the way up, I get the Startup Chime.
So the volume level affects the Startup Chime volume.
Unchecking [ ] Play user interface sound effects did not silence the Startup Chime.
(System Preferences > Sound > Sound Effects)
Turning down the Alert Volume also had no affect on the Startup Chime.
Are you using the built-in speaker for sound?
ivan