Well, I used to have the same thing happen. But, about 2 years ago I bought a Babylock machine and guess what???
It does tell me when the bobbin is almost out of thread. In fact, it tells me repeatedly; if I am trying to just finish an inch, it still alerts me. I think it is great. Not everyone can afford a new machine but for those that are thinking about it, choose one that has this feature. It is well worth it. And, it does not start beeping until you are very, very close to the end.
Diane