Under the road traffic laws of Belgium (and, I suspect, many other countries - /msg me and I'll list them), you don't have to worry about whether you feel like doing this - any road user is under a legal obligation to get out of the way of any vehicle from the emergency services if its flashing blue lights are on and it is sounding its siren. Failure to give way or pull over or at the very least stay out of the way constitutes a serious—licence-losing—offence (infraction grave). Lights or siren alone may be considered as advisory; in practice flashing lights alone are only used on rare occasions, e.g. by a police escort for an abnormal load.