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To ensure that all of your audio has loaded before the scene starts, the best approach is to leave the "Load in Background" option unchecked. When this option is checked, Unity allows audio files to load in the background while the scene is running, which can lead to situations where the audio is not fully loaded and ready to play when you need it. By leaving this option unchecked, you can ensure that audio files are fully loaded into memory before the scene begins, providing a seamless experience where all audio plays as intended without interruptions or delays.

This approach is crucial for maintaining immersion in your game, especially in scenarios where audio cues are important for gameplay or narrative elements. Properly managing audio loading can significantly enhance the overall player experience. In contrast, other options like setting audio to play on awake may lead to unintended playback before the audio is fully loaded, and preloading audio files in a separate scene, while it may seem viable, adds unnecessary complexity to your scene management and can be less efficient.