Yeah both FFXIV and XI have mobs that make sounds when it detects you, XIV has more visual cues though. XIV's sound detection is a lot less than XI's.

XI also has mobs that make an effect when they disappear -- A lot of the Voidwatcher NMs, being that you're pulling it from another dimension fades in into a puff of smoke after you defeat it, similar to what FFX does. So it would be nice if it happens in XIV.