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The FAA gives one requirement for the autopilot in the following FAR...

FAR §25.1329 Flight guidance system.

(j) Following disengagement of the autopilot, a warning (visual and auditory) must be provided to each pilot and be timely and distinct from all other cockpit warnings.

Why is an auditory alarm necessary when the autopilot disengages?

Was there a particular accident where the pilots ignored visual warnings?

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Yes, there have been several accidents caused when the autopilot has been inadvertently or automatically disconnected and the flight crew have failed to realise it happened. Even with the audible alert, it's reasonably common, but experiments in controlled conditions demonstrate that alerts provided in only one medium (just visual, or just auditory) are not reliably noticed in times of high workload.

Here's an interesting accident report I remember reading at the time, where the flight crew apparently failed to notice that they had deliberately disconnected the autopilot. For more on inattentional deafness, see the paper Failure to Detect Critical Auditory Alerts in the Cockpit: Evidence for Inattentional Deafness.

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    $\begingroup$ When I was flying RJs I always thought the worst of the audio alerts was the gear warning, which was a dual frequency steady tone, very much like the old test pattern sound when TV stations went off the air. In sim training it was VERY easy for the sound the blend into background noise if you were becoming mentally saturated by an instructor piling on failure on top of failure. The saving grace was the voice warning "Too Low - Gear" that came from the GPWS as you got lower. $\endgroup$ – John K Jun 30 '18 at 16:03
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    $\begingroup$ Don't forget about Eastern Airlines 401 that crashed in the everglades. They were in a holding pattern and distracted when the captain inadvertently moved the control wheel which disconnected the AP. $\endgroup$ – TomMcW Jul 2 '18 at 15:31
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    $\begingroup$ @TomMcW: It didn't disconnect the autopilot, but, rather, caused it to downmode from altitude-hold mode (where the autopilot maintains the selected altitude) to control-wheel-steering mode (where the autopilot maintains whatever attitude the aircraft had when the yoke last returned to the neutral position). $\endgroup$ – Sean Oct 23 at 22:53
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    $\begingroup$ @Sean: The fact is - the autopilot changed modes in response to an unintended input, without warning the pilots it was doing so... leading to the crash. Whether it changed modes as opposed to completely disconnecting is almost irrelevant. $\endgroup$ – tj1000 2 days ago
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To my surprise, the FAA clause was added in 2006 after the 2004 notice of proposed rulemaking (NPRM) No. 04-11.

Three NTSB recommendations were part of the reason, with the earliest from 1992 (A-92-035).

(...) autopilot failures that can result in changes in attitude at rates that may be imperceptible to the flightcrew (...)

From the NPRM:

This proposed requirement for a visual and auditory warning of autopilot disengagement would be adopted from the current JAR 25.1329(i) and does not exist in the current 14 CFR part 25 (...)

(...) American manufacturers have been providing such a warning, however, as part of compliance with 14 CFR 25.1309, which requires that warning information be provided to alert the crew to unsafe operating conditions. There is a minor difference in the sounding period of the warning provided in American- and European-manufactured airplanes that has resulted from differences in advisory materials and accepted practice, and that difference does affect certification. The harmonization of this rule (and accompanying advisory material) would remove that difference.

As @Sean points out in a comment, the often misattributed 1972 Eastern crash was not an AP disengagement, rather a mode switch to control wheel steering.

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