I've never seen people not pull over unless there was a reason to it. Usually it's because people are afraid they'll bang into another car, the curb or whatever in the process, which is a fairly reasonable worry. If you bash into someone or something while avoiding an emergency vehicle, it falls on your own insurance. The government is not going to pay you for destroying your car.
Also, while getting out of the way of emergency vehicles is a thing, but you're not allowed to break the laws in the process, meaning you can't just drive a red light and blame it on the ambulance. Sometimes there's nowhere to go and the ambulance will have to wait. Sucks, but it's better than someone panicking and driving a red light, getting mauled by a truck or whatever in the process. There's no point in saving one person in the ambulance if it costs the life of the person in the car in front.
I once found myself on a narrow street in dense traffic when I heard and saw sirens coming from behind me. Panicking slightly, because there was nowhere to go, I decided to drive up over the curb and onto the bike lane (most city streets here have a bike lane which separates the sidewalk from the road) so the ambulance could pass. It wasn't until afterwards I realized that if I'd blown a tire crossing the curb or hit a pedestrian/cyclist, I would have been 100% responsible for it. I've not found myself in a similar situation since, but if I did, I'd just sit there. Sucks, but what can you do?
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Please "talk up" if your comprehension white-shifts. I will use simple-happy language-words to help you understand.