The FD in Halesite LINY, also has a strobe on top of their SD10.
http://longislandfirealarm.com/halesite-1.jpg
I believe on the LIFA site there is another siren (STH10) with a strobe on it..I've forgot which county though.
As said above I always assumed they were to alert somebody below or close to the siren to make sure to cover their ears that its about to go off.