Why is that surprising? They are still an ambulance and they were called for an emergency. That being said, my company isn't allowed to run lights and sirens in Philly
The City / Philly Fire's party line is that emergency calls are the sole responsibility of the PFD. If you are called for a non-emergency transfer, and the patient truly requires emergent transport, you are STILL a state licensed ambulance, and required to abide by the BLS/ALS protocols.
Additionally, if you come upon something (MVA, etc) while driving through the city (not on a transport) you are still obligated to stop and render aid. PFD medics can, and will, release transport to you if appropriate.
I work as a medic for a private provider in the city, and I've run hot a few times - usually because the patient condition changed, but also because I've transported legit emergencies in from event standbys.