Yeah, you do
The assetManager never reloads assets unnecessarily. You can assetManager.loadModel(“myModel.j3o”) all day and the model will only be loaded once, same for audio. Only exception is when you explicitly set the audio to streaming mode. And what you wanted to do is basically
AudioData = assetManager.loadAsset(new AudioKey('audio/myfile.ogg'));
But
AudioData = (AudioData)assetManager.loadAsset('audio/myfile.ogg');
works just as well.
Using the SDK you can actually save the AudioNodes as j3o too, or directly attach sound effects to models and save them along with the model..