I've never heard of it being breed specific. however, some dogs may have a keener sense of hearing, which may contribute.
I recently heard a story about this from a pet expert on NPR, his recommendation was that if this behvior bothers you or your neighbors, you should not try to comfort her, but rather, tell her no in a firm voice etc.
If it's not something that bothers you... then I'd just laugh
I have a smaller dog and she could care less about sirens. However... she's delightfully "afraid" of the vaccum cleaner
And that gets her howling (while wagging her tail).
dogs are funny aren't they?
btw, good choice of name... SweetPea.