Do you mean "Alerts" as in emergency broadcasts (Extreme threats, Severe threats, AMBER Alerts, etc.) or "Notifications" as in new mail, new sms, and so on?
That's the way Doze works. How do you think it keeps your overnight battery usage to near zero?
You can try the following. I haven't done so myself, so not sure of the results.
Go to Settings -> Battery -> tap the three-dot menu icon at top right -> tap Battery optimization. Select "All apps" from the dropdown. Scroll to an app (such as WhatsApp), tap it, and select the "Don't optimize" option. Repeat for other apps as desired.
Yeah, Doze is wonderful at keeping the battery usage really low. It does this by turning off apps, so to speak, so they stop updating. Since they're not updating, they're not doing any checks, therefore waking up the CPU, so on and so forth.