Back in PDTH, Bain used to say things like "knock knock, who's there, another police assault coming in thirty seconds flat" which was a neat detail. In PD2, those voicelines still exist but they're not adapted to how assault anticipation works in the second game, still using legacy code. Not to mention Bain also had new lines recorded for those and they're never used. As a result, in the current vanilla game the heist music tracks are your only cues.
Funnily enough, Locke had the lines recorded too. I guess Overkill is under the impression everything works fine.
This is a BLT mod, so it goes into 'mods'.
This feature was also restored in Void UI. Used their code as an example and made it stand-alone. Great mod by the way, check it out.