Note that if you're doing sound_add, you should only do this once in your game, say at game start (and it will take time, so you should only load one song per step, otherwise the game will look like it's freezing). This is what's happening during that loading bar at the beginning of K3 - it's adding one sound, then ticking the loading bar, adding another sound, ticking the loading bar, until it's done.
Never load sounds elsewhere! If, for example, you tried to load the sound on room start in the room you want to play the music in, it's going to create a new copy of the sound every time you load that room! You'll notice the slow restart time, and it probably wouldn't take long for the game to crash from memory errors due to the memory being full of the songs you loaded. (Note that this advice doesn't apply to you if you're advanced enough to understand the tradeoffs and always release any allocated memory)
tl;dr only use sound_add at the start of your game, never anywhere else