Good idea, but there is already not enough oil on the map. For what would a radar station need oil? It could use manpower and money as permanent upkeep, and of course one must be able to deactivate it.
I agree. Destruction of buildings (and retrieving some materials) can also be very interesting, if you know a certain province will fall into enemy hands, so you can tear the industrial plant down before it is of any use to the enemy and such nice things.
Sound effects would be fun, yes. I would like to hear the air raid sirens when a rocket is closing in, or a bomber. But music is not a good idea, as not everyone likes the same music, and you can still just open Youtube or whatever and play your favorite music in the background.