digility

Don't spend money because you feel compelled to, spend money because you have a good reason to do so. With or without a physical FPGA platform you still need to hone your Verilog skills as well as your understanding of how to use the tools. You can do this with nothing other than Vivado... now, without consideration of what you anticipate that your future needs will be. I argue that this approach will make your anticipated future course work easier and more productive. 90% of FPGA development is spent in FPGA vendor tools, not using hardware; the exception is when your hardware becomes a tool for developing other FPGA designs.
There are a lot of assumptions about how your future will transpire. If you are required to purchase an FPGA board for your coursework that's one thing. I understand wanting the comfort of being able to work on assignments outside of the lab. Are your expectations really a good reason to make a decision now, rather then later? Are you really expecting to buy everything that you need in a lab once the lab assignment work gets assigned? Is that a reasonable plan? I don't know, but neither can I or anyone else help you with that analysis. When I was in school there were a lot of courses where the textbook and lectures were insufficient to compete in tests. I was expected to use the school library, and  hope that the material that was needed was available. I suppose that I could have just bought every textbook that I thought that I might need for future coursework in advance so that I could use them in the comfort of my domicile. I had enough trouble just buying the required textbooks.
In general, I'd advise that hoping that the possibility of add-on boards is a cost-effective and useful plan for future undefined FPGA projects is a poor one. Especially, for PMODs which are low performance, older technology, and haven't had new product introductions for a while now. This ecosystem is pretty good for educational institutions but perhaps not as good for users. This is a general thought as individual needs are different. You say that: "PMODs are much more cost-effective compared to the FPGA boards themselves". I disagree, as a general statement. Have you priced PMOD boards compared to the cheaper FPGA boards? I want to make it clear that my opinion on this should not be something that constrains your decision. 
I make my own add-on boards. It isn't for the budget constrained. Making a PCB can be cheap. Populating it for 1 copy of a board that has limited use is usually a very expensive way to to do things. If it's the only way to do what you need to do to complete a particular project, then that's what you have to do. Gardening is a similar endeavor. For most people the food that they get from a garden is more expensive, once you account for ALL of the costs, than what they could get from the local grocery store. Price is, in general, a bad reason to have a garden.
Marketing is about imagination... possibilities. Reality is about actual use of a product over years of use. Modern societies are dependent on economies and tend to encourage exchanging money for perceived possibilities. Just a thought....

I never used that board, but looking at specs it doesn't actually contain an audio codec, but only a microphone and a PWM output, so you can't really expect any sort of audio quality out of it, and since there is no audio input, you can't get singal into it. I would also caution you about purchasing a used FPGA boards, as FPGA being a complex device can be broken in all kinds of ways, which are not easy to diagnose.
This is just a connector, you can connect anything you want to it (provided it doesn't damage the FPGA of course). As for speed, all of those are low speed connectors, so I wouldn't be hopeful about running reliably running even moredately fast (in tens of Mbps range).

Yes, you can learn a lot without any hardware. You can even buy, sometimes very expensive, FPGA boards that don't connect to any external hardware other than a PC PCIe slot. But programmable logic has traditionally been used as a means for embedded processors to interact with external hardware in a way that they were not equipped to do. So, understanding how digital signals work in real-world circuits is a very important part of programmable logic design. Having a design operate on hardware is the best way to understand what happens to signals that are more complex than the ideal logic '1' or logic '0'. A hardware platform is the only way to refine your simulation "IQ". While most modern FPGA devices have internal ADC capabilities, none that I can think of offer a corresponding DAC resource. A lot of really interesting problems that can be solved in logic require conversion between the digital and analog realms. 
I am certainly not encouraging you to forgo using an FPGA development board, just pointing  out that there are more than one way to look at FPGA development. You can learn about how FPGA devices work and implement very complex algorithms in logic without having to consider how to use the IO resources. I'm sure that there are people who do this. On the other hand, designing interfaces, that connect those internal algorithm implementations to external devices is a different skill set. You don't have to be an expert in both areas, but it certainly  is nice if you are. Some people don't care about the low level details of how a problem gets solved, only about solving a higher level problem.
Digilent's PMOD ecosystem definitely is a place where you can explore digital design and connect it to the real world in a relatively inexpensive, but limited way. But the PMODs do some of the most important interface design tasks for you, and limit your boundaries. Is this the best place for you? I do not know the answer to that question. If you want to design your own custom creation, put it on a PCB that you design, and connect it to an FPGA platform then the PMOD connectors found on Digilent's cheaper FPGA boards will likely not be so useful. Is using a generic FPGA board as a way to implement an unbounded project like that what you want to do? Again, I can't venture a guess about that.
So, my point here is that if you don't have a specific project in mind that requires specific external hardware and interface resources don't worry about whether your first investment will be a wise one.
Want to learn programmable logic design, or how the tools work, or how FPGA devices work? Just download the tools and get going. Do this first regardless.
Want to implement complex data processing algorithms in logic? You can do that with just the tools.
Want to learn digital design and how to implement high speed interfaces and create you own custom hardware? Then you can start with a cheap FPGA board with easy to use IO connectors.
Want to understand how a particular light-to-digital IC works and do some real-world experimentation? Well, you will want physical hardware for that. You will still want your logic simulator.
Want to do all of that? Great! Want to buy a cheap FPGA board today that will let you pursue some project 5 years in the future based on the knowledge and interest of your future self? It could happen.... but the odds aren't very high.