im not gonna act like this is a serious plot heavy story but theres really no reason for him to just shout in the other worlds language like that
It's mostly not because he's intentionally shouting. This is all theory and speculation, but he's probably just one of those guys that their 'normal medium' voice level is actually at the upper end. Plus, wooden room isn't very noise cancelling. Your voice, even when talking normally, do go out pretty easily. Considering snow is right before the door, it's not beyond unreasonable that normal voice leaks.