Why do some emergency vehicles with lights on go very slow?

Perhaps they're looking for the address they've been sent to. If it's an ambulance perhaps the patient in the back is being worked on, or couldn't withstand jolting, bumps etc.

Ambulances will often do that when they are carrying a spinal injury casualty. 

They need to avoid all jolts and if travelling faster there would always be the risk of needing to slow suddenly. That could make the injuries much worse. Slow driving also means there are no strong forces whilst cornering. Avoiding jolts also often requires using the least worn, least potholed part of the road, and that’s often found by straddling the centreline of the road.

So just be patient and accept that one day it could be you or someone you care about in that ambulance. The crews certainly DON’T drive that way just to inconvenience other road users.

Emergency vehicles, fire or ambulance, NEVER exceed the posted speed limit.

At intersections, they slow and often stop to verify that all other traffic is stopped.

They are not allowed to get into a collision.  They can  not help people if they crash.

FYI, police ** do ** exceed speeds, drive wrong way, speed through intersections.

FYI, roughly half of all police officer deaths are from crashing their vehicles.

I have never one time seen an ambulance with their lights on traveling slow unless they were at the scene looking for the person or accident. 

Somtimes an ambulance has someone in it who is being treated

for something like a heart attack .. so it can't go quickly.