Funnily enough, if this guy is in the Theatre and you are in the Balcony, you won’t be able to hear it sing, as the Balcony is not a “connecting location”. (Compare the wording to that of the Abbess from Carnivale of Horrors, for instance.)

This enemy has a combination of rule that maybe problematic for an inexperienced player like I was.

• Massive :
  • A ready enemy with the massive keyword is considered to be engaged with each investigator at the same location as it.
  • An enemy with the massive keyword cannot be placed in an investigator's threat area.
• Hunter :
  • During the enemy phase (in framework step 3.2), each ready, unengaged enemy with the hunter keyword moves to a connecting location, along the shortest path towards the nearest investigator. Enemies at a location with one or more investigators do not move.
• Prey :
  • If an enemy that is moving towards the nearest investigator has a choice between multiple equidistant investigators, that enemy must select among those investigators the one who best meets its "prey" instructions.

So

• Prior to this point it looks like Hunter enemy stops moving because someone move it from the map to threat area, which is intuitive to understand. In this case Massive monster does not enter anyone's threat area, but still Hunter stops working due to Massive "considered" engaged.
• If the lowest tries to lure it away, but there is someone with higher nearer, Prey does not matter and it moves to the nearest investigator anyway. (With large map like The Midnight Mask a misunderstanding like this goes uncorrected, until this scenario.)