I played it to test and I see what you mean. Every time you leave the range of the door that's locked, it will play the audio. Funny that I never caught that.
There is at least one note that says that the soldiers shot the alien a bunch and it didn't do anything, so there'd be no point in trying to shoot him yourself.
I agree that there could be a better indication because there are some times where you turn the corner and he's there and you have no chance to get away.