These phone alerts (including Amber Alerts) have the WORST UX. To make the noise stop, you have to hit the "ok" button, but as soon as you hit the "ok" button, they disappear. So if you want to actually read it, you have to endure the loudest and most distracting noise your phone makes.
It is technically possible to find the messages after dismissing them, but you have to dig through a bunch of menus, they don't show up in any default messaging app (at least on stock Pixel Android)