In both DS and DST, insanity sounds have always been tied to the "ambient" volume setting, so that their volume can be adjusted independently of regular sound effects. Recently, though, I've noticed that a large amount of insanity sounds are tied to "FX", which means you cannot change their volume without changing the volume of every sound effect in the game. While the insanity sounds definitely add to the atmosphere, they can also be very annoying or anxiety-inducing, and I imagine they could cause headaches over extended periods of time.
Steps to Reproduce
Turn ambient sound to 0, then go insane and listen.
This issue has not been confirmed by a developer yet.