Pun on her name?

piespy said:

Pun on her name?

Pretty much. Many artists portray Hiei with this particular crying noise as a punny idiosyncracy.

She cried like that in the game too

piespy said:

Pun on her name?

she actually cry like that when she is damaged in game, and lots of niconico douga makes fun of the sound she makes, here is an example: http://www.youtube.com/watch?v=lxtzGDtDAp4