Against:
On ABlueRose's note, it's true that so many responses here are thoughtful, and i really like that. Shorter stuff, simple messages like "hello", have a place in the shoutbox. So maybe there. I could see that encouraging voice messages replacing the little things like "hi" if they're made very convenient. I don't know how much of an issue storage and bandwidth are for Melon.
I also just think these are often annoying. Song snipits would be cool, but having to listen to a parts of an otherwise typed conversation is no fun. If i'm listening to music i have to pause that, if there are people around me i'm aware of how annoying it is when someone plays this stuff without headphones. I wouldn't listen to them for the above. I wouldn't make them because i don't like talking and i figure if these bug me, they probably bug other people too.
For:
I agree with glumpups that audio embeds instead of embedded video would be good for sharing music. Altho, A) people already illegally upload songs everywhere and Melon might not want that here, and B) i don't make music so i don't feel that my opinion on this should hold much weight.
It would make the forum yet more unique. I don't think features should be added just to be different, but the weird things this site does are cool.
I wouldn't use them, but it's not the end of the world if some people do.