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Since it's fantasy, you might want to construct a world where there's no air or water as media to conduct sound, and thus the inhabitants have no need to develop hearing apparatus.
An analogy is Hal Clement's Mission of Gravity where the world is so large and dense that the being are flat with multiple feet like a millipede and can never raise themselves even half their length. Thus, some never developed eyes to see any farther than they could move without spending much time for nurishment and rest, about the length of an earth yardstick.
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