Turns out that there are tools that can dig into the packed files of Unreal Engine games, and Sea Of Thieves is made in Unreal. So I've been digging around a bit! (Don't worry, I won't spoil anything unreleased)
There's quite a lot of voice lines in there that weren't used in Episode 1, that refer to things that don't happen in Episode 1. So apparently they just added all the voicelines in the latest patch? Seems exciting.
But the main reason I wanted to dig into the files was to find the menu music, and I think I've found it, even though the packed files are just named with random numbers. I also found some other good renditions of the main theme. I've uploaded them here for anybody interested (that link expires in a week I think, sorry, I couldn't think of another upload service).
If you want to check out the files yourself, I used a program called FModel. It's slightly clumsy to use, but it works well enough. Make sure you extract it somewhere instead of running it from the downloaded zip, because it will create some files next to the executable.
When you open the program, it should show a popup where you can select a game, and it should list Sea Of Thieves if you have it installed. It may need an encryption key, I forget, but that's easy to find with Google, and can be added through 'Directory' -> 'AES'.
Then in the 'Archives' tab, scroll all the way down until you see the file 'wem-WindowsClient.pak' (the 'WindowsClient' part is probably different if you play on another platform). Double-click that, and it should switch to the 'Folders' tab. Expand the entries there until you get to 'Experimental' and 'Mojo'. The Monkey Island stuff is in the 'Mojo' subfolder.
Open that, and double-click the final entry in the tree, called 'Windows'. It should switch to the final tab and show a list of files each named a random number with the extension '.wem'. These are sound files. To play one, open the 'Packages' menu and make sure 'Auto Open Sounds' is enabled, and then double-click a random file in the list. A popup should open that plays the sound (on repeat, pause is in the topleft of the popup).
Double-clicking another '.wem'-file in the main window adds that file to the audio player windows' playlist. You can also select multiple files and quickly double-click to add the selection to the player's playlist.
You can also right-click the 'wem-WindowsClient.pak' file in the middle tab and select 'Extract Folder's Packages' to add all files to the Audio Player's playlist.
In the playlist, you can right-click an entry to save it, or click 'Save playlist' to save all of them. Not that this plays each file before saving it, so it'll take a LOOONG time.
A quicker way to get the soundfiles out, is to open the 'Packages' menu and disable 'Auto Open Sounds', and then in the 'Folders' tab right-click the 'Windows' item and select 'Extract Folder's Packages'. This creates a bunch of .wem files in the folder where you put the FModel executable, inside the 'Output' subfolder and some nested subfolders.
To play .wem audiofiles, the vgmstreamer project has some plugins for music players, and those can handle .wem files.
That's... a bit more text than I thought I was gonna type. Hopefully it's all clear, and if not, I'll try to make it clearer.