The law makes no mention of divided highways and or medians. Pull over and stop is all it says....YMMV on what each individual LEO would expect and/or ticket you for doing/not doing.
A. Upon the immediate approach of an authorized emergency vehicle making use of audible and visual signals meeting the requirements of Section 12-218 of this act, or of a police vehicle properly and lawfully making use of an audible signal or red flashing lights, the driver of every other vehicle shall yield the right-of-way and shall immediately drive to a position parallel to, and as close as possible to, the right-hand edge or curb of the roadway clear of any intersection and shall stop and remain in such position until the authorized emergency vehicle has passed, except when otherwise directed by a police officer.