Not sure about snipers but rifles yes you can hear and I'm of the opinion that you shouldn't be able to hear infantry running or buildings being put up in fow. Tanks is alright to hear but buildings no you should scout them out. Maybe in CoH 2 there could be a infantry toggle between walking and running, walking gives off no sound but running does and is quicker.
In SC2 you can't hear anything in the FOW AFAIK I think that is perfectly reasonable.
Yes, but in SC2 your scouting units are relatively cheap as dirt, and losing them has almost no consequence. The cheapest scout available to the vanilla factions is a pioneer- that moves across the map much slower than SC2 workers, and is almost half a minutes income of manpower. I like the sounds, the only thing that bothers me about it is that some sounds are very distinct and you can tell exactly what it is...like the purr of the Marder engine.