OK, this one drove be bonkers! I couldn't seem to nail down what was causing this issue. I'd turn the Sticky Keys off, then later I'd press the SHIFT key, and I'd hear that beep. I knew they were back on!
I found some users referencing the registry to disable them [HKEY_CURRENT_USER\Control Panel\Accessibility\StickyKeys]. Setting the Flags to 506 was supposed to disable them. It did. However, later on I'd hear that beep again. I read someone saying you could disable them by renaming the Key. I renamed it 'StickyKeysDelete'. Sure enough, issue solved. However, I wasn't satisfied with a registry hack to fix what I perceived to be a glitch in the system. So I kept digging.
Then I stumbled upon the answer. Someone was referring to Vista and the "Make your computer easier to use" window. Sure, I remember that window. However, he went on to mention about the "Change Administrative Settings". Huh? Never heard of this! So I dig into the trusty old Control Panel
To begin, I switch the view from Category to one of the icon views, then bring up the Ease of Access Center. Clicked on the Make the Keyboard Easier to Use link. Yep, Sticky Keys disabled. Went back to the Ease of Access Center and looked for the referenced "Change Administrative Settings". Nope, didn't see it. What I did see was a link on the left labeled Change Sign-in Settings. Ever have one of those 'AHA!' moments? This was one of those. Clicked that and sure enough, there it was. In the After Sign-in column, the box for 'Press keyboard shortcuts one key at a time (Sticky Keys) was checked! Well I'll be... You wonder how on earth that got turned on. Unchecked it and all is fine in Windows World again.
Because nothing I Googled or Bing-ed came up with this solution, I thought I'd add it to my site in the hopes that someone else would find it useful.
If it's one thing I have a gripe over with the Win8/Win10 Metro configuration screens is the lack of real control. Sure, the key items are probably there. But for those who like to dig in a bit more than just a couple of surface items, there's no replacement for the old configuration forms. Thank you Microsoft for leaving them in for those who are a bit geekier at our core.