Actually, after Kickstart loaded, I booted directly off the game disk. I also tried it with KS 1.1, WB 1.1 and KS 1.3 and WB 1.3 on my A1000. Nadda. I highly doubt you'd need a midi-player installed in order to hear these sounds because that would take some assigning, etc. to do. I don't see docs anywhere that point to such a procedure. I bet something is missing off the .adf disk, such as the player or whatever. Sorry, but at least you got some confirmation it's not just your setup!
I've got this on the Lost Treasures of Infocom disks too, but same results.
Wikipedia has some good info on this game. I guess the Amiga version was the only one with sound. Now if we can only get the damn thing to work!