I find it rare to hear of people wanting to use the audio module of SFML more than the graphics module (for example).
That said, it doesn't mean that it's wrong to do this. I have had quite a lot of fun with the audio module and it doesn't require any other module (well, it does obviously require system module).
One thing you didn't mention though, is whether or not you are still using SFML for your window, not that it really makes any difference