One problem with sirens is that it is difficult for our ears and brains to process and determine which direction the siren is coming from. If you are in a car, even if you can hear the siren you can't easily tell if it is behind you or in front of you. "... only 26 per cent of occupants of a closed car could determine the direction of a siren" [1].
[1] https://www.canberratimes.com.au/story/6898454/why-is-it-har...
This is a known problem and hopefully some of the new proposed siren sounds will mitigate this.