Each of the enemies in The End does have all of their audio based off of grouping of instruments for the most part.
For example, the Cylinder is drums specifically, the Pyramid is various strings (with a wind chime thrown in there), the Sphere is two different types of synthesizers/pianos, and the Cube (which gets it's complete SFX in v0.44 on October 31st) will have brass and woodwind.
The reason they're thematically this way is due to a plot element not yet revealed in the game, but in the full game it'll be shown during The End.
Feel free to hypothesize though
(The detail in that picture is amazing too)