At least in the Netherlands they have to turn on both lights and sirens before they are allowed to break traffic laws (such as passing red lights or speeding), but out of the 3 times I've driven on the highway near a cop car, twice they were speeding by quite a lot without being in any pursuit.

Of course it's an excellent way of speeding: stay behind the cop car at as great a distance as possible. They know where their colleagues are (or speed cameras) and they don't want to get caught breaking the law themselves.