Interesting. I can confirm that this also happens on v3.3.1, as seen on my macbook.
(I placed the following in my init file):
sleep 20
sample :loop_amen_full
I can hear the sample play as Sonic Pi starts up, but as you say, there are no corresponding log messages, and the scope is inactive during this time.
This feels like it is a bug to me (or at the very least, a missing feature). @samaaron - thoughts?