I love having different notification sounds for various apps on my phone so that when I get a notification I know exactly what app it came from, and thus exactly what kind of notification it is. It lets me prioritize the notification in my head so I know how important it is to get to my phone and check it.
Unfortunately, the Stack Exchange app does not have the ability to select a custom notification sound, so it uses the default notification sound for the device and gets mixed into all the other apps which also don't let me select a custom sound.
I think allowing users to choose a custom notification sound for the app is a great improvement. I really love when apps let me choose one rather than forcing me to use the default.