I tried the described procedure a number of times.
I get as far as pressing the learn button on the siren then selecting learn siren on the control panel. This is the point at which nothing happens. The siren behaves as it should with the two outside lights flashing but it never picks up the signal from the control panel. I've now tried two different sirens both with the same result. Its very strange as absolutely everything else is working just as it should.
Try again but this time don't push the learn button on the siren first.
The only time I had a similar problem to yourself it was resolved by moving the router away from the panel but as you have said you have tried with the router disconnected then I am puzzled.
Do you have anything else other than your router that could be transmitting signals near your panel. Clutching at straws here but nintendo Wii?? any other transmitting device xbox etc etc
I tried three sirens all new when I had the same problem as you and it did turn out to be the router not the panel.
The only other suggestion is to check wether you have disabled the siren in the advanced settings menu.