every other hostile mob in the game gets louder as it gets closer. the Ghast doesn't. I'm not sure what the reason for this but 1: it makes playing very hard as you cant' pin point whether it's right on top of it or at a distance where it couldn't see you if it tried.
But more importantly, you can't turn its sound down. you can turn all the other mobs down with the hostile mob slider, but the only way to turn the ghast down from full volume is to turn the master slider down. And that is unacceptable.
And with the new biomes, and a more complex nether, it's unrealistic to think that the ghast is just simply everywhere all at the same time so it should be heard everywhere if it is in existence.
However, a look at the source (for 1.6.4) suggest this may be at least partially intended; the default volume for living entities is set to 1 but ghasts set it to 10 (though back then there wasn't a separate volume slider for hostile mobs or other categories so the fact it doesn't work properly in newer versions can be considered to be a bug).