This paper examines whether spatialised audio improves cognitive load and memory retention in Virtual Reality training. Using a commercial VR public speaking module developed by BODYSWAPS, 1,350 real-world users were randomly assigned to either a standard audio (control) or fully spatialised audio with virtual acoustics (study) condition. The study ran over a three-year period, making this the largest study of its kind. Participants completed an exit survey rating five data points: comfort, concentration, realism, retention, and simulation. The spatialised audio group reported consistently higher scores overall, with a statistically significant improvement in perceived comfort (p = 0.006, d ≈ 0.44). Directional improvements were also observed in realism and retention, though these did not reach statistical significance. Gaze-time analysis revealed that the spatialised audio. The group spent more time looking at the primary coaching figures, suggesting that spatial audio may support sustained attentional focus on key instructional sources. The findings indicate that spatial audio design is a meaningful contributor to VR training quality, particularly in comfort and perceived realism, with promising trends for learning efficacy.