WAG: that beeeeeeeeeeep may be something techy, a tone that all the remote equipment needs to synch to and feed back a response to provide information that “this remote system is working as designed”–or it may contain digital info; you could probably tell if you have paid more attention to it than I have 
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There are TVs and radios that automatically turn on when they “hear” that signal. It has to be long enough that other routine beep noises that occur inside programs won’t be mis-recognized.
As to 9/11, it was a big deal if you were one of the unlucky few thousand, but for anyone else anywhere else it was a non-event. “Quick, suburbanites in Cleveland, run and hide, there’s been a deliberate plane crash 1500 miles away” Not real sensible.
The events of 9/11 weren’t localized to New York, there was also the plane hitting the Pentagon and the 4th that hit the ground in PA. At that point in time, we knew we were under attack but didn’t know if there were plans for other cities as well. IMHO, it would have been well worth it to make it a national advisory. YMMV.