That is the way the script is by default, Enter the trigger zone, perform the action and destroy it self. This is good for one time entry. If you want that zone to stay active, then Copy the script to a new name, remove the Destroy(e) line from the renamed script. Save that file and attach it to the trigger thru the properties panel. LMB on the objet and choose properties. you will see towards the top of that panel the spot where you can change the script being called.
-- LUA Script - precede every function and global member with lowercase name of script + '_main'
-- Player Enters Sound Zone
function
soundinzone_init(e)
must ( soundinzoneZ1) the name off the script
end
function
soundinzone_main(e)
must ( soundinzoneZ1) the name off the script
if g_Entity[e]['plrinzone']==1
then LoopSound(e,50)
Destroy(e)
must remove from the script so now play 1 x then destroyt the sound zone
ActivateIfUsed(e)
end
end