I reply to my own post, as I have just been given a reason of what can be wrong.
I happened to speak today with a friend who is a technician at a VW/Audi garage. He mentioned that this is a common issue in VW/Audi cars, and it is related to hot air triggering the alarm sensors inside the car. He mentioned the sensitivity of these sensors can be adjusted (at least in their cars).
Interestingly, in the occasions my siren was triggered, I was driving at slow speed (if I remember well, starting from stop signs or traffic lights) with the windows down in hot days.
We all know how much hot air comes from these V12s, and if your windows are down when the car starts moving forward, you can feel it in your face. Maybe this is what's happening to my car. Does it make sense to those more technically-oriented here? Are you aware of a way to adjust the sensitivity of these sensors?
Current & past: 365 GT 2+2, 550 Maranello, F430 Scuderia
Other: Mercedes 230 SL 'Pagode', BMW M3 E30 Evo II, Lancia Delta Integrale Evo 2 and a few other toys.