What does Marshall mean in chapter 11 of The Egypt Game when he says, "somebody already heard us"?

Marshall knows that the children are being watched as they play the Egypt Game. The children are so engrossed by the imaginative game they've constructed that they're often unaware of what's going on around them. But Marshall is a lot less engaged in the game, and thus more observant of his immediate surroundings. He knows that the Professor has been watching the children from the window as they play their game in his storage yard.

As part of the game, April comes up with the bright idea of "sacrificing" Marshall's comfort toy. As one can imagine, Marshall' is not very happy at her suggestion. In fact, he's so mad that he screams. The girls try to get him to be quiet, and that's when Marshall tells them that somebody's already heard them, though he doesn't care to elaborate on what he means by that.

What did Marshall mean on page 102 of The Egypt Game when he said, "Somebody already heard us"?

When the children are playing the Egypt game, April has the idea that they will be required to sacrifice something. They each touch the crocodile stone, then reveal what they think the required sacrifice should be. Elizabeth is excited about the idea of pricking their skin with needles and drawing blood, but they don't have needles and Marshall thinks that would be unsanitary. Then April says they should sacrifice Security, Marshall's comfort toy, and he screams. The girls shush him, warning him that someone will hear them. Marshall states, "Somebody already heard us." Melanie asks him what he means, but he simply shrugs and won't say any more.

Marshall is referring to the Professor, whom Marshall has noticed watching them through his back window that looks out onto the storage yard. Readers know that the Professor has been intermittently watching the group since the first day they came to play in his yard, but at this point, only Marshall, who often observes his surroundings carefully rather than fully participating in all the activities, knows that they are being observed. Perhaps Marshall decides not to tell on the Professor because he has been trained to not give away secrets. He also probably does not feel threatened by the Professor. In addition, as a little child, he is more used to being watched over by adults and may not find anything strange about it. Marshall often doesn't answer questions and doesn't volunteer information. The other children are so wrapped up in their game at this point that they don't pursue Marshall's statement further. If they had found out the Professor was viewing them, it would have probably put an end to the Egypt game because the older children would not feel comfortable if they knew their pretend world was being observed.