Let's take zell23's Forest Of the Blue Skin (or other games) for example. When captured or player on low health -> music stops or more noticable music change, maybe throw a couple of audio effects like drowning out the music. Your game does that as well, yet it is quite minimal.
idk why but the game feels like nothing is happening ontop of nothing. You get captured by a monster girl and no real impact shows, it's like your choices/mistakes don't matter. Cinematic stuff would make the game much more enjoyable.
