If the search generating the alert relies on aggregates, there might not be any contributing events to show.
For example, if the search is performing a |stats count and alerting where count>4, it's relying on aggregates of 4 events, it doesn't necessarily keep track of what those 4 specific events were. But if it's alerting on |search threat_intel=calc.exe, there are specific contributing events available. (Examples for illustrative purposes only)
So there are some searches that will have contributing events available, but not all of them do.