No. We recommend that you listen to the tracks at a moderate to low volume, so that you help create an atmosphere of relaxation.
At the lower volumes, it can be difficult to hear the entrainment frequencies, but the brain picks them up nonetheless.
As to whether you enjoy hearing them, that’s personal preference. If you find the tones distracting, it may be helpful to assign a visual to them - such as the fluttering of bird wings - which help integrate them into the visual you associate with the soundtrack and make it seem a natural part of the experience.