I've linked "images" purely because of the sound and other viewers got a version without it. And many times it just won't load. This is supposed to be simple...
Doing what this article recommends shouldn't cause those problems, though. The only notable risk is linking a format that mobile can't load.
I as a user can't possibly be expected to know and deal with whatever the recipient of my link uses.
A magnitude or two of data and worse quality is a small price to pay for something that actually works and still loads in realtime, even on mobile, anyway.