They drive with their sirens on thru red lights because they actually have to be somewhere FAST, most likely in aid of somebody who needs it! The reason they turn them off again after they passed the lights is because they don't want to annoy the hell out of people with their siren OR because they don't want to alarm anybody who shouldn't know they are coming!
And, let's not forget : in doing so, (driving through red lights to come to somebody's aid) they risk their own lives.

I'm sorry if that annoys you.