When you get forced out of the Infest target in other ways than the Consume sub-spell, its sound effect does not play.

This happens when:

1. You infest a creep and the creep gets killed
2. You infest an allied hero and they get killed
3. You get teleported out of the infested unit
4. You infest an enemy hero and it expires

So basically, the sound currently only plays when Consume is used. It should always play upon losing the Consume buff instead.