This happened occasionally prior to 1.27, but it seems much more common post-1.27. When I win a challenge, I’ll typically rate it, go to stats, and from there go to the challenge list via the “main menu” button (misleadingly named). I’ll download a new challenge, set up a fleet (this happens both when loading a deployment, and when building on from scratch), and attempt to start the battle. The sound runs into a quick repeating loop for 2-3 seconds and the entire game crashes before even reaching the loading screen.
Note that I’m referring to the online challenges, not the single player default scenarios. I haven’t actually tried playing those since early in the beta, so I have no idea if they cause the same problem.
I’m running the non-Steam version of the game under Windows XP.