It may not be audible but it shows it quite clearly on the radar, even indicating the direction its coming from & has a big red M to show where a missile is.

That said, I agree that there should be an audible tone, I imagine it'll be implemented before release

I see no reason to restrict stance based on not having a weapon, if anything its a negative. Imagine playing a mission where you're captured & unarmed, having to sneak out of the enemy base and get away undetected. Being able to lean, crouch, peak up over a wall and the like would be remarkably useful.

Add to that the level of immersion it could provide to cutscenes, the antagonist is planning something evil, a civ pokes their head around the corner to overhear what's going on & then runs off to tell your commander which leads you to the mission to foil the evil plan.