There's an inmense number of sound files. Actually there is no p2p interaction in any way right now: Nothing in Messenger Plus! connects to another contacts installation. So this is actually the opposite.
Nevertheless, this has been suggested many times and it won't be done, it's not the aim of Plus! and also the decentralised server would have effects on the availability of files and whatnot.
Also the server is kept upgraded so the performance is usually good enough.