That's how it is supposed to work in theory, in reality emergency vehicles will use whatever lane has open space. If that happens to be the middle lane or right lane, or sometimes even the shoulder, they will go there.
Eg. Let's say you have a three lane highway with a block of cars cruising in the middle lane and one car slowly passing in the left lane, with the right lane clear. An emergency vehicle rapidly approaching sees this and moves to the clear right lane. Technically you are supposed to move right to allow them to pass on the left, but they are already passing on the right, so moving over would impede them.
If the ambulance is in the right lane - do I still pull over in front of them? Every lane is blocked besides the right lane - do I block it or line up behind another car already at the light? The real world isn't so black and white.