When you add either front, rear or secondary beacon lights to any of Vans in edit vehicle appearance and press "beacons on" in the scroll wheel menu an audible siren sound effect plays. The siren sound effect plays with both blue and amber beaconed vans.

Also if you get out and get back in, the siren sound effect starts playing twice and selecting "beacons off" only turns one siren off, the other continues to play until you get out of the van. AND the emergency variations of the van have a siren horn too which means one van can produce 3 sirens at once.