It has nothing to do with the OP, but...
In an open environment - a road across a fen, say - a cyclist or pedestrian unhampered by being in a tin box could usually judge the direction a siren was approaching from quite easily - your brain uses the delay between a sound arriving at one ear and then the other to decide. In the event that it’s coming from directly in front or behind, a tiny movement of your head sorts it out.
An urban environment is quite different. Big buildings can block sound, so you can’t always hear the approach until much later. More importantly, sound will reflect and re-reflect off buildings like an enthusiastic break on a pool table, so that sirens can appear to be coming from all directions at once. If you can’t see the blue lights - because, on approach, they’re hidden by those same tall buildings or large vehicles - you have no other clues.
And in some circumstances, your best option, to clear the way for an ambulance is not to pull over but to keep rolling. There may not be anywhere safe to stop that doesn’t result in causing a new hazard, so best to keep moving towards where you CAN get clear.
Not, as I say, that that has anything much to do with the OP.