Thanks to /4, I can be confident that the device and (and, likely, AOSP distribution) support it (since if /e/OS does, FPOS shall). In that case, because gov.uk/government/news/emergency-alert-test-frequently-asked-questions states:
Emergency Alerts work on all 4G and 5G phone networks in the UK. Your mobile phone or tablet does not have to be connected to mobile data or wifi to get alerts.
However, you will not receive alerts if your device is: turned off; connected to a 2G or 3G network; wifi only; or not compatible.
…and adb shell dumpsys connectivity | grep -o 'MOBILE\[[^]]*\]' [1] returns:
MOBILE[HSPA] MOBILE[IWLAN]
…I was, likely, merely (unluckily) connected to UMTS (a 3G protocol), whereas hers was likely connected to a 4G protocol (probably LTE).