I really don’t think they can top Handsome Jack from BL2. He didn’t overstay his welcome and was genuinely entertaining with how much of a douche he was. The Calypso Twins weren’t “villains you love to hate”, they were just “villains you hate” because they never shut up and are too two-dimensional to be entertaining.
As a siren enthusiast, I love when towns still carry on the traditional noon siren blasts. That doesn’t happen much here in Ontario anymore.
FYI, Milo’s siren isn’t an air raid siren, small sirens like Milo’s (a Federal Model 2 in this case) are typically fire sirens used to summon volunteer firefighters to the station during a fire call. Milo’s is on the fire department, so it’s probably the fire siren. They’re usually tested daily or weekly to make sure they work when needed.