This is usually an issue of your siren ID.
Sometimes the lights will turn on but they’ll be in weird positions, or it will just be a couple emissive in weird parts of the car. There are different stages of severity: sometimes the lights won’t even turn on at all, and the siren won’t work. Sometimes when you install a police car into FiveM you may notice an issue: Broken lights. I’m no developer but I think I’ve got the gist of it here: