I brought this up a long time ago, I think someone worked on it but never got it right. I believe there are new people working on the game now, yes?
Anyways, the "Sneaking..." message shows up at the wrong time. When you move rooms, there is a slight delay. The "Sneaking..." message should appear (if successfully sneaking) BEFORE the delay, while exiting the room. It doesn't show up until after the delay, upon entry to the room.
So basically, you don't know if you're sneaking or not until it's too late.