It's an LED diagnostic display for quick confirmation of proper operation of the siren without opening the cabinet. See page 21 of the 2800 manual:
http://www.whelen.com/install/135/13580.pdf
Your pic looks like it's reading red red red.
It may be good you took that picture. Going by the manual, the first red indicates AC power (good), the next one indicates at least one blown driver or failed amp (bad!), and the third one indicates rotation (overridden I'm sure).
A normal panel should be red yellow red green red going by the book. And granted, this one might be okay; it is a bit hard to tell from the picture.
Interesting...