Not that I can think of. It works fine for me. I trigger "pause mode" with a keypress. The next state activated sets Scale Time to 0, and BGM will continue to play, and I can toggle it off and on in realtime and hear GUI audio while doing so. BGM toggling is manually done, but I'm using NGUI for the button clicks (but I have done it in the past manually as well).
What version of Unity? I'm still on 3.5.