I agree, the sound effects should at least somehow adapt to the key of the song. Now it just gets on my nerves. Not to mention really quiet parts in songs, they can really screw up the song if you try to enjoy the music. So I always keep sound effects off.
And it doesn't matter if you turn the effects a bit lower than what the music is, because the next album you play can be in a totally different volume, so you'd have to adjust the effects again. Unless you are using mp3gain or similar.
Oh, and the blocks aren't always 100% correctly synchronized to the music, so sometimes it can sound weird.