Firstly, according to usage stats, Kommo-O carries Bulletproof 74.512%, Overcoat 20.528% and Soundproof only 4.960%.
The moves that Soundproof makes you immune to are: Boomburst, Bug Buzz, Clanging Scales, Confide, Disarming Voice, Echoed Voice, Eerie Spell, Grass Whistle, Growl, Heal Bell, Howl, Hyper Voice, Metal Sound, Noble Roar, Overdrive, Parting Shot, Perish Song, Relic Song, Roar, Round, Screech, Sing, Snarl, Snore, Sparkling Aria, Supersonic and Uproar.
- The only one worth mentioning are: Clanging Scales from Kommo-O, which is very rare. As Kommo-O carries it only 28%, and other sound based move Boomburst only 6%, meaning it won't do much against opposing Kommo-O. Apart from these, Parting Shot of Incineroar and Pixilate Sylveon's Hyper Voice are worth to note.
Another thing it stops is Boomburst and Overdrive from Toxtricity, which it carries 99% of the time. Toxtricity is however more rare in UU, and Kommo-O should go against that since it's mostly physically defensive.
On the other hand, moving to Bulletproof. The moves it stop are:
Acid Spray, Aura Sphere, Bullet Seed, Electro Ball, Energy Ball, Focus Blast, Gyro Ball, Mist Ball, Octazooka, Pollen Puff, Pyro Ball, Rock Blast, Rock Wrecker, Searing Shot, Seed Bomb, Shadow ball and Sludge Bomb and Weather Ball.
Most notably, it allows to stop Sludge Bomb of Tangrowth on Assault Vest sets, although against standard Rocky Helmet sets, Overcoat is much better as it allows to block Spore and Sleep Powder of Amoongus and Tangrowth respectively. Surprisingly, Alakazam carries Shadow Ball and Focus Blast 99% over Psyshock which is only 65%, meaning you can also switch-in to these move, and scout for any potential Super effective move. It blocks Tentacruel's Sludge Bomb, meaning reminder Scald and Knock Off can't do much damage, though you risk getting a burn or Leftovers Knocked.
Thus, we can conclude that Bulletproof or Overcoat are obviously the better choices, while Soundproof is pretty much OK, but Bulletproof allows it to switch-in more common threats.
Hope this helps!