Thank you for your feedback on our game.
We have the sound effects that you mentioned ready. Unfortunately, we had several builds of the game that were too big to play in the browser. For the Jam, maintaining a Web deployment was one of our primary goals. As a result, the SFX beyond what was included was intentionally left out to help compensate for our inefficient file handling in other areas.
As for the sanity drain, you are correct. The safe room at the start of each level heals all of your sanity and health damage but otherwise, we have not implemented sanity healing. That mechanic is due for a complete overhaul, starting as soon as the Jam voting closes.
Your feedback on the looting aspect will definitely be taken into account. The intent was that it would be impossible to loot the entirety of level and, with the relatively cheap cost of death, you would need to find the looting points and choose what was worth your limited time.
In future builds of the game, the end screen is intended to be replaced by a town/transit hub, allowing you to buy/sell with the loot you brought back.

