It seems that there's something wrong with the files where the audio should be.
The original game spanned several CDs. As I recall it, each CD covers about a day of the game. Some of the data files have the same names on each CD, so to play that version in ScummVM you have to rename them to tell them apart.
But in the version GOG sells, these files have been merged into single data files. My guess is that whoever did that merging messed up, and some of the sounds were lost in the process. So there's probably no way for ScummVM to recover them.
I've tried - several times - to ask GOG support to fix this, and I know others have too. But all I've gotten are vague excuses about technical and/or licensing issues. It makes no sense to me why they'd be contractually obligated to sell a slightly broken version of the game, but what do I know? I've been pretty disappointed with GOG support lately. When I reported an issue with their version of Zork III that someone else had found, and suggested a one-line workaround to their DOSBox configuration, I got the exact same excuse. And then they pointed me back to my own suggested workaround!