DABS bundle resources maps to SQL Alert V2 

https://docs.databricks.com/aws/en/dev-tools/bundles/resources#alert

So when you use DABS to create the alert it creates V2 alert . 

SQL Alert V2 are in public preview and not yet GA  ( https://docs.databricks.com/api/workspace/alertsv2#:~:text=Alerts%20V2%20API%20%7C%20REST%20API,Know...) which could be a reason internally the jobs UI and backend are still looking for alerts under /sql/alerts/{alert_id} . Also the definition of SQL Task does not have a way to pass Alerts V2 ( SQL Task params take alert id ( there is no options of alert v2) - https://docs.databricks.com/aws/en/dev-tools/bundles/job-task-types#sql-task)

I think until Alert V2 become GA you will continue to face this issue .