Roguelikes known to me where sounds are important: above mentioned DoomRL, and Jacobi Matrix which uses sound as a real time constraint.
Other than that, there are many (often more or less unofficial) mods which add sounds to roguelikes based on messages. I think there are mods for ADOM and NetHack, IVAN3D adds sound to IVAN, and NotEye adds (rather low quality) sounds to Hydra Slayer and Brogue (and can do more).