Just wondered though about the role of treasure, not sure if this has been raised before, but it seems that it is gained during the play without it providing some benefit for your character, or am I missing something?
No, you're not missing anything, that's correct. Mechanically, its role is to be your "score" at the end of the game. But it's also a story prompt – you should imagine what cool thing you found when you earn treasure. Don't just say, "+1 score" and be done with it – use it to imagine something.
There are places in Dungeon Hero adventures where you find things that are mechanically useful. However, those aren't handled with simple treasure bonuses; they're detailed in the game using lock paragraphs, and typically give you new traits you can use or other special benefits.
If that's not satisfying, though, if you want, you can always swap out one of your dice if you want to envision finding something useful. Since you can imagine whatever you want for your character traits at character creation, it won't unbalance the game if you change what your traits represent as you go. For example, say you just fought an evil blacksmith and earned a treasure, and you imagine finding a weapon he was working on. You could replace out your d8 Lockpick Set with a d8 Wicked Serrated Sword if you wanted to. You could still imagine using your lockpick set; you'd just be rolling a d4 for it in later challenges. But you'd have a cool sword you could imagine using during your adventure, too!
(This isn't explicitly mentioned in the rules, of course, but I, as the designer, give you my full blessing to engage in this sort of story engagement!)
Anyway, glad you're enjoying the game. Thanks for writing in!