Yes, door sweeps block noise. Just like any liquid or gas, sound will find any opening to move to an empty space. Doors leave openings at the bottom where sound can escape to the room on the other side. Solutions like door sweeps block noise by physically filling the gap beneath the door.
Sound is capable of moving through any medium — even a solid one. However, increasing that material’s density makes it more difficult for the sound wave to move through it. Door sweeps are made of dense rubber, so installing an under-the-door noise stopper will make a noticeable difference in sound transmission.