Hey man, I have the same thing, a vehicle with a thruster.
The best way I have found is to use a thruster sound that can loop without a pop or have any differentiation in volume etc. THIS SOUND MUST BE VERY SHORT.
Then you make an FSM and call is something like "SoundFSM" and have the other "ControlFSM" turn the "SoundFSM" on or off.
The SoundFSM contains only two states. Playsound+NextFrameEvent and then it links to a WAIT. The WAIT then loops back to the first state.
When you click on your tiny sound file you should see more information. This shows the EXACT length of your sound. Simply set the wait for this length.
This should play the sound, wait for the moment it finishes, and play it again till the FSM is disabled.
This probably is not efficient at all, but it works.