Since I never run my Legacy locomotives on conventional, I'll take a stab at this and please correct me if I'm wrong. Changing direction in conventional creates a momentary loss of voltage to the loco. Since this is done with minimal or no throttle, perhaps there is not enough voltage for the sounds to trigger until the throttle is opened up? Are you saying that even at speed in reverse the sounds do not return? BTW, I don't think I've seen a battery compartment on a Lionel AF loco since the Mikado and/or Pacifics were produced.