Combine say "I'm Sorry..." as they die sometimes.

[Vanta]

Combined with how they're more expressive in this, I'm led to believe the combine aren't fully under control at this point in the Half-Life timeline

[E3kHatena]

If you wait around, you'll often hear them drop their voice modulators and try to talk to Alyx to trick her into coming out of hiding. They're clearly just people doing their job at this point, the mostly-cybernetic Combine Elite haven't been established in great numbers yet and most of their ranks are lined with people like Barney; just trying to do their job and keep their family safe during the ordeal.

Almost makes you feel bad about killing some of them until you remember they're definitely siding with multi-dimensional fascists and are definitely out to shoot and kill a 19 year-old girl for what initially amounts to trespassing, or going back to the beginning of the game, her dad trespassing.

[Sovereign]

I'm afraid your incorrect, they are indeed fully transformed as can be clearly seen in game if you get their masks off.
https://external-preview.redd.it/4fCvLhWY0rz-kOCdy_I6xL5vHuC9Q10QORTFiCrWMuY.png?auto=webp&s=471eb39aae393ed35dd85afc483b404026fa59b2

Members of Civil Protection, such as the metrocops and HAZMAT crews are just human "volunteers" in masks but the Combine soldiers themselves are synth cyborgs, no longer human.

[Daddy Shark]

They're saying "I'm sorry" to their controllers, not to Alyx. They failed their overlords.
They are 100% under combine control once they get the procedure done.
They can modulate a normal human voice to try to trick Alyx. If you sneak up on groups of them you can hear them using it as a joke sometimes. "Please don't hurt me!" "Heheheheh"

[space sphere]

I mean, they’re just people working for the combine to earn a “better” living than the average citizen. They essentially betrayed humanity, so I can’t imagine many of them have clean consciousnesses.