Just after installing, there is no sound at all while playing first world around 5 or 7 minutes. Sound appears some time after. I know you think it's not a bug, but it is a bug. I insist it is a bug.
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Well, then the audiofiles must be downloaded before gameplay started. If you downloading audio during gameplay, why not download textures during gameplay? Let everything will be freaking transparent during first 5-6 minutes. Why not? Or make it all pink. It's the same thing. It's a bug.

In MC-11030 Jeb said that this may be changed in the future.
This is the intended behaviour. The audio files are downloaded during gameplay.