Just wanted to drop another specific example that was on my mind when I started this thread:
The SoR2 soundtrack is (rightfully!) lauded, but I love the prickly immediacy of the sound effects from the game. I love how the “shivering” menu select sound effect from the opening menu transitions so well into the funky character select screen music. I also have to shout out that heartbeat sound effect when picking up the worlds largest street apple.