Sorry I still don't understand. For the sake of this, refer to the scene when you're the map and push esc as the "menu" this scene is the one where you have a list, items, equips, save, ect. And the Scene that you start with, one that has new game, continue, options, is the title screen.
Either way, when in game and opening the menu, the sounds aren't suppose to stop (unless you have a plugin that's stopping them). To go to the title screen from the map, you need to open the menu and exit to title. When doing that all sounds do stop (including qaudios). And I just tested the event command "Return to title screen" and qaudios don't stop when that command is used, so I'm going to assume that's what you mean. If not, at least I found a bug trying to figure yours out lol