Did you find out what the problem was?

I have the same issue. When I "trigger" my alarm (by reaching into a locked car like you said or holding down the panic button on my remote) the lights start flashing but no siren is heard. I believe this is either due to the batteries on my alarm or the alarm/siren module itself. Either way, I will have to look into that at some point but I remember reading a long time ago about batteries leaking onto the module being a fairly common problem. I think most people ultimately had to replace the whole module!

Let me know what you found out. I will look into it, too once I have more time!
Thanks!