Can't answer why mfrs don't include sound in their building offerings. Perhaps they've explored the idea and determined the interest level vs. costs recovery/profit potential just isn't there.
Sooooo,..... another option is adding a speaker and sound board......such as George at ITT Products offers...
Sound Link
If you scroll down his list of standard modules, you'll find several with applicability to existing buildings/accessories offered. Besides, if you have a particular sound(s) in mind for a structure, and can locate an online source for those sounds, George can create a chip with up to 60-seconds worth,....usually at no premium charge. In fact, he can create personalized chips (calling by name), too. He has speakers and actuation buttons, too. Besides, he's a great guy to work with!
Now, I'll have to admit I'm really intrigued by the technology Hallmark employs in some of their specialty cards.....playing music, etc., when you open the card...brief as it is. It must be relatively inexpensive.
Reminds me......I wish Lionel would bring back an updated version of their Band Shell. Heck, even their Radio Station/Tower with Sirius subscription potential would be neat, too.
FWIW, always....
KD