They can, actually! Your microwave probably has an arcane button combo that will turn off the beep. You'd never, ever stumble across it randomly, you need to read the manual. On mine, I need to hold the "2" button for five seconds.

The real takeaway here is that you should read the manuals for all your appliances. I've learned a lot about them.

Some microwaves do have this feature. I don't think you'll ever see it on the box so you won't know until you've read the entire manual.