Alerts work fine whenever starting an “unstructured” ride, i.e, just press the start button, but stop working when following a workout. This happens whatever profile I choose and with software versions 9.73 and 9.75.
I think that the alerts have been purposely disabled during workout, which makes somehow sense in order to do not create overlap between workout and alerts messages, but I think that it is up to the user to decide if alerts should be on/off during a workout