At least in Canada, the new Amber-Alert-over-LTE system is mandatory, and cannot be opted out of:

"People cannot opt out of this," said CRTC spokesperson Patricia Valladao. "There is a high importance that people — want it or not — receive these alerts."[0]

[0] http://www.cbc.ca/news/technology/emergency-alerts-system-ph...

They should be opt-in. When the feature was implemented on my phone I was not informed, the checkbox was already selected.