At least the dead Alien Grunts fade away immediately on the 'Forget About Freeman' level. On the Opposing Force expansion's chapter 'We Are Pulling Out' the basic zombie enemies encountered after exiting the tram vanish after being killed. In Blue Shift the corpses get unloaded very commonly.
I find the behavior quite immersion-breaking and basic navigation can also become a bit more demanding since you have no "trail" to follow (albeit the blood decals appear to stay even after crossing loading-zones).
