You shouldn't have to preload anything just to hear audio.
Are you playing your game in the browser or via PhoneGap or appMobi? If you're just in the browser, it's very difficult to get audio to play at all on iOS: the browser blocks all HTML5 audio unless initiated by a user-input action. That's why pressing a button on the w3schools site plays the audio, but a collision event or something else won't play the sound. On top of that I think in the browser it can only play one sound at a time.
The PhoneGap and appMobi wrappers use a native audio engine instead of the browser, which overcomes these limitations. (We only very recently added audio support for PhoneGap, since it was complicated)
I think AJAX should still work from appMobi or PhoneGap... maybe give it a go?