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Sonification is a data visualization technique which expresses data attributes via psychoacoustic parameters, which are non-speech audio signals used to convey information. This paper investigates the binary estimation of cognitive load induced by psychoacoustic parameters conveying the focus level of an astronomical image via Electroencephalogram (EEG) embeddings. Employing machine learning and deep learning methodologies, we demonstrate that EEG signals are reliable for (a) binary estimation of cognitive load, (b) isolating easy vs difficult visual-to-auditory perceptual mappings, and (c) capturing perceptual similarities among psychoacoustic parameters. Our key findings reveal that (1) EEG embeddings can reliably measure cognitive load, achieving a peak F1-score of 0.98; (2) Extreme focus levels are easier to detect via auditory mappings than intermediate ones, and (3) psychoacoustic parameters inducing comparable cognitive load levels tend to generate similar EEG encodings.