The reason dogs yowl when emergency services go by may be that to the dogs, the siren sounds like other dogs howling and they respond by howling back.
This goes back to the time when they hunted in packs and signaled to one another when searching for prey.
Even if the screaming siren does not mimic exactly the sound of another dog, they can probably pick out a component part of the siren that does.
Cats, on the other hand, hunt alone, are not pack animals, and so do not respond to the sirens.
A good book to read is the excellent Dog-watching: Why Dogs Bark and Other Canine Mysteries Explained.
In it, the anthropologist author answers 46 FAQs. He mentions that families who attempt to sing music together are sometimes helped, or hindered, by their dog, which joins in when its human family breaks into a group howl.
Dogs, wolves, and humans evolved as cooperative hunters, and more recently, sheep guardians, with a need to keep in touch with their partners on the next ridge.
Hence howling, yodelling, and such devices as the Israeli challil, or shepherd’s flute. Sirens are artificial, amplified howling.
Their rise and fall is calculated to alarm and stir us; and to my ear, and my dogs’ ears, they succeed splendidly.