I misread this, selecting the weapon works on stage 3 for all except argentina which, as you noted, always shows attitude. The nicovideo also shows that happen at 7:30.
Ah, what a strange bug to have in the game, but yeah you're right, I saw it had changed to some of the other ones on a later level, but didn't notice it can never change to argentina even when you're using it.
I'm not even sure how you manage to program something that badly to be honest, it's the type of case where I'd start to suspect protection, but I don't think there's any indication these disks were protected?
For the sound, I wonder what the odds are on it trying to play valid, but wrong addresses? or is it hardcoded to an address that will always 'fail' and stop the dma?