I see this every time I play this strike. The fat bastard busts through the doors, spraying his gun, and people immediately unload all their heavy ammo. Have you not played the strike before? You do realise he has an abnormaly long period of invulnerability, right?
By the way, his invulnerability wears off when the door behind him finishes closing. If you're still not sure, test with your primary before wasting your heavy.
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Invulnerability wears off sometime between when the door starts to close and when it actually closes. Just tested this. However this may be due to lag I confess.