Frankly?

Who am I to argue how well their marketing is doing. Why would you want to alert the intruder?

Example at http://www.youtube.com/watch?v=6vID655Izrg

But I can imagine folk might want to interact rather than report it and get them apprehended. Let's be clear here, you are putting yourself at risk here. If the bad folk know you turned them in, they may come back for you. If you see the issue and they never heard you, you are much safer.

Think about it.
Bob