As a manager it is a very difficult call.
I’ve been that manager - or rather, was the manager currently running a team and the current team were v concerned as X, one of their former colleagues, had uncharacteristicly dropped off the radar, was last known to have been going through a very tough time. they had serious concerns for this person’s welfare.
they didn’t know what to do and came to me.
I spoke to HR and made some quiet enquiries and it turned out they had good reason to be concerned and we decided as this person’s most recent employers we had a duty of care.
I was on the point of organising a police welfare check (after a very worrying afternoon of discovering just how far off the radar X had fallen) when they engaged, and agreed to be visited by an ex colleague.
if I had been this person’s active manager and had known the home address I would have phoned, then called round of there was no answer. Not sure I would have let myself in, but if I was really worried I would have, calling out hello all the time.
another manager colleague did a duty of care visit when a colleague who lived alone failed to show for work and didn’t answer emails or calls. Again, right call, as this person needed urgent medical attention.
so while thankfully you were well OP, I can see why a caring manager might call round then open the door and come in “shouting to you as the they went” just in case.
equally, I think it is entirely appropriate for you to say how unwelcome and inappropriate you found this and ask for it not to happen again.