No audible indication when call is dropped?

I seem to recall that when my iPhone 3G would lose a call, I would get a low-tone beep-beep sound. Perhaps I'm remembering incorrectly.

But with my iPhone 4S, I've found myself talking to nobody a few times without realizing it. When the call fails, it just fails silently, giving me no indication that anything happened.

Is there some setting I'm missing that should enable an indication of this sort?

Thanks.