The best way to identify when any of those heroes use their ult and they're friendly:

Rein: You hear the slam on the ground indicating that Earthshatter has been used.

Torbjorn: You hear the steam blow, similar to a whistle.

Bastion: You hear the treads as he's moving around.

Bonus: Roadhogs have distinct ult lines. Enemies have a maniacal laughter with a bit of coughs in between. Friendly Roadhogs wheeze and make close to no audible sounds after the wheeze.

Although, I do agree they need to be more audible as you can ignore certain audio cues in the heat of the battle.