I say Hey, why soo loud?? in a quiet voice and talk softly telling them don't be so noisy. And just talk for a few minutes. It works, they lower their "voices"after that.
I agree they're just letting us know they're there..or sometimes genuinely ticked about something. LOL Like when Ziggy won't stop bugging Levi, Levi ACCCK ACCKS at him. BUG OFFFF!!!!! MAAAA tell him leave me ALOOONE!!! haha