The tone you here when your are calling someone else is called a ring-back tone. This tone is generated not by your phone, or by the phone that you are calling, but is provided by the network as an indication of progress, and is delivered to your phone in exactly the same way as any other sound.
In fact, the ring-back tone is usually sent before the called phone starts ringing, and will continue until the other party answers.
Therefore, if you can't hear it, that would seem to indicate a problem with the network, rather than with either of the phones.
Some networks (Verizon in the US - I've no idea if it's available in the UK) allow you to customise the ring-back tone for selected contacts, but this service is also provided by the network and not by either of the phones.