So, for the lack of any more pressing business, I did some extra testing and research on this issue.
Unlike Fallout 3, not all NPCs will play a "death sound" in Fallout NV. I have confirmed this by doing a fresh install on an entirely different PC with no mods running, and also by watching YouTube footage of other people playing the PC version.
Hopefully I can bring this to the attention of Bethesda/Obsidian for a future fix. I think it really detracts from the immersion, and is unnecessary since the NPC deaths worked in Fallout 3 perfectly.