Semantics: Scream v. Shout
I'm generally dead-set against a DM over-riding PC's choices, but this comes down to how the player phrases it: if the normally stoic, tough-guy character keeps a stiff upper lip until there's no audience around, and then cries like a little girl when he can do so privately, fine. I have no problem with a wimp who wants to pretend he's tough - good RP.
If, on the other hand, his choice to vocalize is entirely meta-game, i.e. "There are people around to help, but only if I alert them." then it should be characterized as a "shout," not as a "scream."
[stereotypes]
Wimps and girls scream, at anything from the tarrasque to a common, cute little mouse.
Real Men shout, to command, to intimidate, or to alert others to potential danger.
The British raise one eyebrow ever-so-slightly, and, at an inobtrusive pause in conversation, remark "I say, Mialee, there does appear to be rather a large tarrasque-like creature raising its foot above us. If it's not too much trouble, you might teleport us back home when you get 'round to it. Oh look! I think it's eaten the village burgomaster! No manners at all -- those kaiju, you know. Well, better be getting on with then, Mailee. Look here, Mailee, it won't do any good to go gawking at it. . . "[/stereotypes]