Yeah I noticed this also. It's just a sound that's somewhere near there (probably inside the building). Just added to the theme of the map. Though inside the map, you're only suppossed to hear a little wimper of it, almost unnoticeable. But when you are outside the map, it's pretty hard to miss in that area.
it's the alarm at the end of the street in the video store ---you can hear it if you go near the street blockade -----ha ha new york ---theres always an alarm going off