I’ve lived near two different fire stations, it wasn’t a big deal. They only leave with the sirens on in big emergencies, a couple of times a year. Far more disturbing was the sound of trucks and motorbikes with modified exhausts.
I currently live near a fire station and a railroad. The cars are almost always worse than both. Sometimes the fire station can be annoying with the sirens but at night, loud cars are much more frequent. I’m far enough from the railroad that it’s actually quite pleasant.