Creatures like Fierce Spirits, incomplete spiritual bodies, naturally scream, just like Wraiths. It's not a sound, but a Soul Impact. Shouting before the battle can intimidate weaker souls.
But you're facing the Monarch of the Undead Empire. It's very disrespectful to shout at him. The Monarch rudely returned a Soul Impact.
Even though the distance was greater, the Monarch's Soul Impact was more focused, causing more severe damage to Heisuo and the others.
However, Soul Impact is challenging to directly kill enemies, especially those Life Species with bodies. Their consciousness is bound within, limiting but also protecting them. Given the distance, it usually only results in a brief daze.
On the other hand, Fierce Spirits suffer more damage. As a spiritual body, the Soul Impact acts directly on the soul, making it restless.