In Europe they have a two tone siren with a high and a low frequency.
However those vehicles do not necessarily need a siren that carries very far. They need one that stands out, is easy to identify and carries just far enough.
When I used to serve in an emergency team our vehicles siren was blown at about 10 atmospheres. I guess nobody can blow a Fox 40 at a pressure even close to that. So some loss due to the frequency might be affordable.