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Hi LoboYZorro

Keith is right when he says that the "taking off" sound is "scaaip" (I use to call it "scaaip call"). However you're right in supposing they make different sounds, there are differences and according to that, the AOU and later the BOU recognised G.gallinago and G.delicata different species. But the differences are in their bleating sound, during the mating season, not in the sound they produce when flushed.
As Keith well explained the sound is made by their outermost tail-feathers. The difference between G.gallinago and G.delicata in the outermost tail-feather may justify this different sound.
In Europe we use the goat to name common snipes, but in America, some tribes use other animal too (probably there was no goats before Columbus arrive there). For example the Nunamiut tribe I refer on my last post, use aviakiak which mean "like the walrus" as an analogy to name the snipe. And in Canada Leslie Tuck called snipe "goat of the bogs"
Probably you live in a wintering ground of the Wilson's Snipe and you're not used to their sound during the breeding season. Take a look at the figure below. If you were natural from their breeding grounds, you should know some vernacular names related to their sound, and in your childhood, during summer camps, you would never went "snipe hunting".
However, once rare, it is possible to see drumming flights during the wintering season.

Tiago