No, and even if they did you would probably not hear it. Engine noise should be enough to alert someone who is paying attention, but the truth is that the average pedestrian has no cognizance of unusual noises.
Also, the odds of hitting a pedestrian are extremely remote. Most people move around in cars. Unless you are landing on a park or a beach there will generally be noone around.
I did hear of one case a couple of years ago where a guy ran out of fuel and landed on a beach and killed a jogger. The jogger didn't hear him because he was wearing headphones.
When you come down it all happens really fast. A pedestrian, even with a lot of warning would have to be paying attention, be alert and react right away. Most people are absorbed in what they are doing and a siren going off 1000 feet away and 300 feet up is not going to be on their radar.