It's a bug that's been around as long as Finn has. You can hear him no matter where he is on the map.
EDIT: /EA_Charlemagne, tagging you in case maybe the devs don't already know about this one. Like I said, it's been around forever, but I feel like a lot of people don't know about it. It's obviously not a game breaking bug.
Hello! I'm Ludvig and work as a VO Designer on the project.
Actually this is by design. If you're between 15 and 60 meters away from Finn when he performs this ability you'll hear him over "radio". If you're within 15 meters you'll hear him positioned in world.
Hope it make sense :)