[in response to deleted post]
You can't use textures loaded from one script in another script either, and I'm sure you're fine with that.
LoadSound(), PlaySE(), etc probably use one sound manager, and it's limited to begin with. Manipulating Sound objects is usually preferable, and you probably won't screw up that way, since you already know you won't be able to use the object in other scripts unless they know the Sound object's ID. However, because you'd have to manage the objects and the loaded resources yourself, it's more prone to wasteful usage if you aren't careful, of course.