Well, there's IXACT3SoundBank::GetState() that might provide the info that you want.
Another way might be to loop through IXACT3SoundBank::GetNumCues(), call IXACT3SoundBank::GetCueProperties() for each index and check XACT_CUE_PROPERTIES::currentInstances to see if there are any active cue instances.
We are boki. The rest is known.
The not so known part of the rest: It is
Björn or Bjoern, but never Bjorn.