Running lights is different. The lights and siren are supposed to be on all the time. However, the rules sometimes get broken. If I'm a block away from a break and enter in progress in the middle of the night and there's no one around I'm sure not going to turn my siren on and let the bad guy know I'm around the corner. Speed and stealthiness are important in that situation.
Yes, we break rules. But 99 times out of 100 ( to use your odds) we're doing it for a good reason and not because the fresh donuts are out like some people like to beleive. If it was your mother or girlfriend on the other end of the 911 call wouldn't you want us getting there as fast as possible?? ??