Currently you can not do this without doing a workaround. I linked the workaround you can use to do this below. I also linked a #wishlist topic where you can vote for this if you would like. Just click in the upper left to vote.
That will change the sound for all WYZE notifications but the sounds for each notification coming from WYZE will still all be the same. The work around I posted will make it so you could set each camera or sensor with a separate sound