You are right. If you ask a question with 'would/do you mind', the positive response has to be in a grammatically negative form:
Mind some advice?
Of course not. (meaning 'Of course I don't mind' = 'I'm happy to hear some advice.')
To respond with 'Sure', you'd have to swap the question round, and ask something that requires a grammatically positive response. For example:
Can I give you some advice?