I don't suppress this type activity.
(but there's a lot of things I do differently from other Owners)
In fact, I encourage our new (puppy) Becca, to join my Male
Sneakers, in his "alarm" activities...she's learning very well !
I can't afford to differentiate between a Policeman with a Gun
and a Burglar with a Gun, or
A UPS guy with a Package, from someone who us using a
Package to mask his approach to break in.
I want mine "hot on it" immediately, and keep it up.
It's possible I may not be in a position to "settle" them,
and if I am, I'll just move them into another room, and
close the door.
Their (eyes/ears/noses) alertness, gives me a great comfort
zone. HA, many people are surprised at how loud Yorkie's are