Whether you like sounds and music embedded within the file or not is a matter of preference and necessity. I prefer MMF2's way of handling that myself, and dislike Construct's way, but that's about the only thing I like about MMF2.
The problem with MMF2 for me is that, while I learned it well enough, I just feel like a number of things are made a bit more complicated than they need to be. The things I can do in Construct very easily required some more detail in MMF2 and it just seemed like overkill. I also hate MMF2's event system. It's hard to explain but it feels outdated to me. Construct's event system just reads better to me. The event setup in Construct is just straightforward, no nonsense, no BS, the way an event system should be.
As for Gamemaker... I can't stand it.
Construct is like the promising rookie who's having a great season so far. He makes mistakes along the way, but he plays well enough to stay on the field and help his team win. I truly believe that if things keep going upward as they are, Construct can be better than all of them when it's all said and done.