That's because perhaps the siren was louder than all other sounds. Our brain has the capability to distinguish between sounds of different pitch, quality and loudness, and even in several sounds of different kinds, we may be able to make out a particular sound from others if we concentrate, provided that the sound is loud enough.
You should be aware of the fact that sound is a longitudinal wave. As a result, it passes through media by successive contractions and rarefactions, dissipating some energy as it moves. All such waves are travelling together. These waves may suffer constructive or destructive interference, and thus, many sounds are cut off and do not reach your ear. You get to hear all the ones which survive. It is natural for our brain to concentrate on those sounds which are loud and clear. The loud sound of the siren has much more intensity, and hence, it survives to your ears.