In Vienna, emergency service vehicles often try to use the siren as little as possible, especially at night. When on route to an emergency, they use the blue flashing lights, that alone makes them a "priority vehicle".
The loud siren is often not enabled when they are in no danger, such as on a long straight road with low traffic. When getting close to bigger intersections or dangerous areas they turn on the siren in addition to the blinking lights.
As a result of this, one rarely hears sirens in Vienna (and other densely populated areas in Austria), especially at night. Visiting other places like Budapest I notice a lot more sirens in the city. It looked to me like they have to turn on the sirens every time they are on route to an emergency, but I don't know.
How does it work where you are from? Doing a bit of research, it seems the Swiss have rules similar to ours for emergency vehicles, while in Germany they have to use both siren and lights to get priority. But I couldn't easily find information for other countries.