Fuji X-T1 Firmware V4.0 now available

in this case, why there are 3 available shutter sounds at the menu?

There are two things going on here, and I think we're collectively confused on which you mean.

1. The actual physical shutter makes a light "schlack" sound as it fires.
2. The camera can (I guess) make a digital noise out the little speaker it also uses when you play back video, to add some kind of beep / click / whatever sound, too.

It sounded like you didn't realize #1 was a permanent, physical thing, and thought there was only #2, which you'd be able to silence, leaving NO sound at all. If so, then Bill's right, it's physics. You can silence #2, easily, but when you're using the physical shutter as opposed to the utterly silent Electronic one, you're going to hear the little "schlack." For 100% silent shots, you'd have to use the electronic shutter, and watch out for Rolling Shutter effects.
 
Some people use the electronic shutter. Most of them do so with an added sound that signals that an exposure has been taken.
 
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