I've been running flashblock and variants for so many years, I'd almost forgotten YouTube even did that. Certainly most sites I visit with HTML5 video don't, even the ones with Flash I often have to click some sort of play button even after I've allowed it through.
I do occasionally run into a site that just randomly starts playing sound or video as soon as it loads, but those tend to be horrific ad-laden sites and the content playing is, in fact, ads, and the window gets closed instantly. Not an example I think you want to follow.
It's also very, very incompatible with tabbed browsing. I hate having to hunt through tabs looking for the one site so incredibly inconsiderate as to think it is entitled to take over my ears while it's sitting in the background.
I agree that loading sound immediately is not something I like to hear as a user.
However, I read a while back that having sound play on your siet immediately upon arrival, relatively loudly for a couple moments actually has a positive effect on users staying on your site. given more time I could probably find the article again, not that I believe it to be particularly scientific (I think the author surveyed a handful of sites).
Opening that link loads a 'Start here' screen of the game and lots of web content around it. I don't expect (and - quite frankly - like) sound here.
IF I hit 'Start' or somesuch thing on a web site, THEN I probably expect some audio.
Go to a URL? No. Click on something on a site? Maybe.