Probably for amusement, the coder of the game engine made it so that every once in a while, when one kills a guard or dog, they emit the sound of flatulence. It can be jarring to suddenly hear it while going about your business as usual.
Gretel Grosse's on-death sound is the rather incongruous "Mein busen!", which in English translates as "My boobs!"
Hans also has the unexpected cry of "Mutti!" when killed.