I am not familiar with the other title you mention, but The Dead was not billed as a musical. It was a play with music. So perhaps not surprising a recording was not released.
One the other hand, a recording that I love and still play often is the songs from One Man Two Guvnors, also not a musical, but in this case did receive an album.
I would heartily enjoy a recording of the music and songs used in Brief Encounter! But we didn't get that either.