This would be a useful feature, so I'll see if I can squeeze it in before 1.0. However the DLLs will add a few megabytes to the file size, they're not that small.
You can try it manually by putting the following DLLs in the same directory as the game EXE:
XAPOFX1_1.DLL if you use XAudio2. (There might be another one I missed but that's the only one showing up in dependency viewer)
All of them are installed by the August 2008 DirectX update.