I would like to second what Marty said-it is obvious that The Hulk did, indeed, react to the sound of Police sirens.
I wonder if he somehow remembers the time David was shot by the Police? ("Brain Child").

"Logical! If they were logical, they wouldn't be human!
They are driven by strange impulses"
General Urko (Mark Lenard), Planet of the Apes TV series, "The Surgeon". (1974).