I don't think music is
essential but I do think it's
expected, which is about just as important
Sure, there isn't music in books and comics, it's impossible. But those media find different ways to accentuate actions, situations and emotions (after all : that's what the music is for in VNs but also movies). For comics : Will Eisner (one of the greatest comic artists ever) has made two excellent books on the subject "Comics & Sequential Art" and "Graphic Storytelling & Visual Narrative" (two must-haves for anyone wanting to make comics).
Even books can do similar things. Take J.R.R.Tolkiens "The Lord of the Rings" in the chapter 11 "A Knife in the Dark".
There was a faint stir in the leaves, and a cock crowed far away. The cold hour before dawn was passing. The figure by the door moved. In the dark without moon or stars a drawn blade gleamed, as if a chill light had been unsheathed. There was a blow, soft but heavy, and the door shuddered.
'Open, in the name of Mordor!', said a voice thin and menacing.
At a second blow the door yielded and fell back, with timbers burst and lock broken. The black figures passed swiftly in.
At that moment, among the trees nearby, a horn rang out. It rent the night like fire on a hill-top.
AWAKE! FEAR! FIRE! FOES! AWAKE!
Fatty Bolger had not been idle. As soon as he saw the dark shapes creep from the garden, he knew that he must run for it, or perish.
Apart from Tolkien's brilliant prose, there's also a bit of typesetting going on to drill the panic home. One book that really goes overboard with typesetting is "The House of Leaves" by Mark Danielewski.
But in visual novels we can have music, sound and even speech. In some ways VNs are more limited than comics and books, in other ways we can have these audible things that comics and books can't have.
My own VN "The Doomed Diner" uses illustration instead of sprites against a background. Take this one for example :
The three protagonists discover a mysterious door in the cellar of the diner. This door, depending on a choice made earlier in the story, can either spell a lot of trouble or can be an escape route when things go down or can be a means to pull a prank on one of the protagonists. Those are three different roles the door can fulfill but the accompanying text doesn't give a clue. Still, with music I can foreshadow things.
Sound effects can come in handy too. Here our protagonists hear a loud bang. Of course, things will go better if I actually play the sound of the loud bang when this page appears (a bit of a cheap scare).
By the way : don't bother to download The Doomed Diner to hear all these things. Even though a bunch of storylines are finished, there's still no music or sounds in it (apart from the title music and the music playing during the quiz). I hope more of it will be finished by next Halloween or the Halloween after that
TL;DR I don't think it's absolutely necessay to have music (or sound) in a VN but I think most people expect it and I think it heightens the experience. Books are different. They rely on the reader to imagine what things look and sound like but the type of prose used in books isn't regularly encountered in VNs.