Unfortunately I've had that happen before as well, mine was during the day so unlikely the crew knew the lights were not operating. But I had a separate time were Police were responding in a van at night, again through a red light siren but no lights on.
If you are concerned then its best to note down the vehicle number if you saw it and advise http://www.stjohnambulance.com.au/st-jo ... contact-us
however obviously this is an office number and you cannot call 000 unless its an emergency...
However the Road Traffic Act does state:
A driver shall give way to, and make every reasonable effort to give a clear and uninterrupted passage to, every police or emergency vehicle that is displaying a flashing blue or red light (whether or not it is also displaying other lights) or sounding an alarm
. http://www.austlii.edu.au/au/legis/wa/c ... 3/s60.html
Dangerous yes, illegal no. Think back to the good ol' days when the emergency vehicles just used a bell!