Well, if you want to preload them on the main menu, then you still download 600KB before the game starts. The only difference is when you download them. If you enable offline support, everything will be downloaded on startup anyway in order to save it for use offline, so in that case it's a moot point.
Construct doesn't currently have a way to automatically preload all sounds, but I'm not sure if it really needs one. If you want to start the project running sooner before downloading everything, a loader layout is probably a more effective solution, as that can start the project running before all images are downloaded, and usually the project images are the majority of the download size. If your main menu is a single layout, then you can make that the loader layout, so then you can show the menu before the entire project has finished loading.
Besides these days 600KB is a small amount of data. Loading the Apple homepage is a 10 MB download. Even on cell data, with a half decent connection it'll probably add less than a second to the load time.