One thing I don't understand at all in all those Horror Movie!

I can understand under a normal circumstances, if a person wanna check out to see if somebody's out there in the same space in case of getting locked or whatever. But if u already have the feeling that under a potential danger, like in most horror scene that a person been locked in a remote house, or in a room he/she thinks some bad person trespassed in the person's room, then why the hell they always shout like "hello, anybody out there?" Does that sound stupid? I mean in those situation, u never wanna expose ur position, isn't it?