I'd also like an audio cue for on-foot (the sudden whirr/blip sound of a ship exiting SC can sometimes be heard but not all the time) that a ship is nearby. Even that familiar click you hear while in your ship would do.
If nothing else, your suit has a contacts panel that can detect the presence/absence of people - my main concern with putting that front and centre on the HUD is that it'd ruin moments like a guy I know who spotted a hollow square heading down to a planet, followed it and it was a powerplay enemy so they landed a short distance away and quickly dismissed their ship before heading in on-foot without lights. They found the player in question cutting open a panel and nailed them with the overload tool.
If your HUD immediately piped up to warn you every time a ship popped into the area, or gave you a constant reading of the number of contacts on sensors, those little stealthy moments would be ruined - sure, they
could have noticed the person's arrival if they constantly checked contacts or left the bandwidth meter running, but those are kinda... I dunno, doesn't feel in the spirit of the game.
And I for one like having to keep my wits about me and not be able to rely on any sort of "the area is currently clear of people" indicator.