As I mentioned in the GitHub issue, you can get around the issue using Godot's File class, so long as you serialize the resources you want to use through Godot first. It is not ideal, but it works okay and supports all of the resource types Godot supports. I also made a plugin for this, which you can find on GitHub. The only problem is, this forces the assets to be converted before they can be used, meaning it cannot open the raw asset files (like .png, .wav, or .dae for example)
You can also load resources that are saved in .pck files. This page on the documentation covers how it works. I have not used it myself, but it might be something to consider.
If you want to load .ogg files, then the code in this GitHub issue should allow for doing that. Again, I have not used it myself, but it might be something to consider.
As for why this is, it is because all resources in Godot now require a .import function before they can be loaded. This is because the .import function has the settings telling Godot how to handle the resource and what settings need to be applied when importing. I tried at one point generating the .import functions manually, it didn't work. I eventually settled for using the File class to work around the issue.
That said, there is no technical reason why Godot shouldn't be able to load resources from anywhere in the file system during run-time, especially if you could specify the import settings in code. I think the reason why the issue has not been fixed is primarily for security reasons, since being able to load resources from anywhere in the file system means that, in theory, Godot could load a malicious code/resources without the user knowing.
I remember there was a discussion on why the resource system in Godot 3.0 only worked in res:// and user:// (which last I knew still is not working), but I couldn't find it. If I find the link, I'll update this post.
Disclaimer: I am not a Godot developer! This is mostly speculation on my part.
Hopefully this helps!