That's fairly normal I would think. And truly I get a little scared of sirens and alarms and that sort of stuff all the time. Even when its a drill or not directed at me or any thing bad. Where I live there a siren that goes off first Saturday of every month for a drill (its a bad weather siren thing) and it can be 75 out and not a cloud in the sky and it still makes me anxious and all i have been living with the stooped thing for yeas and it still gets me so don't sweet it to much and if you want talk to a professional I'm sheer that can help you get over it if that's what you want
Hope I could help!