If you don't like people to come to your door without calling first or were raised not to do so, fine, that's how you roll.
But it isn't rude under American etiquette generally (as always, there are communities with different rules). So although it is fine to request - politely - that people call you first, it really isn't fair to judge them as rude if they don't do so before you request it. And it is rude to be nasty about it (actually that would be wrong even if knocking without first calling WERE rude).
The viewpoint that it is rude to knock without calling first makes me laugh, though, because what do you suppose people did before telephones? When phones came along, they were seen as poor substitutes for physically showing up. Reminds me of how engraving was seen as a substitute for handwriting, but now people think of it as superior. And now my daughter's generation is annoyed by a telephone call instead of a text.
I agree that the OP's problem is the bad vibe she's getting from this guy, not the etiquette implications of the situation, and I agree that she should end the relationship, because she's uncomfortable. But actually that's another reason not to focus on the etiquette. If she focuses on his not calling, she clouds the message that she doesn't want to socialize with him at all. He will just start calling. I disagree, though, that she shouldn't care about hurting his feelings enough to be minimally polite and to be nice about telling him she doesn't really want to be friends. For one thing, just because she's getting a creepy vibe doesn't mean that the guy IS a creep or dangerous and therefore undeserving of common courtesy. For another, there's nothing to be gained by being nasty when being kind would be just as effective. That's just gratuitously mean.