When Keese take damage, they seem to be making the sword swinging sound from when targeting is active. I was using a Shadowbeam Wand Focus at the time, without targeting (Thaumic Tinkerer)

That's the sound of a sword swinging through empty air - i.e. you didn't hit them due to their evasion, and they don't actually take damage in such cases. You're welcome to come up with a better sound to represent that.

Oh ok. I thought it was just using the wrong sound. That makes sense.