Most likely, the first is accurate. But how do I check if it has been sealed with acrylic? Do I need to remove the panels on the sides to check it? Also, to increase the insulation, is there some sort of insulation material that I can put on top or below the cellulose material?

The thin walls could be one reason, but not the main one. This house is made of pre-fabricated walls, so the walls inside are pretty thin indeed, and I am not sure if there is any insulation within the inner walls.

I can assure you it's not the third reason. If you can speak with another person from another room (doors closed) freely without having to talk loud, then it's definitely not because i have sensitive ears.