Yeah, on my old Samsung, I was able to disable alerts, make it respect DND, etc. But on my Pixel, I'm not.
It's unfortunate because there are all kinds of settings to customize the alerts on my Pixel, but it's designed for the system to be used as intended.
The Pixel doesn't allow you to change or turn off the Presidential alerts (aka. "Your life is in immediate danger"), but that's what ALL alerts are sent as in Canada.
It's definitely your phone, possibly your carrier to some extent, and almost definitely not your province/territory (since the system is configured nationally).
Pixel devices work properly with Amber Alerts. They support receiving the different levels of alerts and have different settings for each.
I couldn't find a way to disable "Presidential Alerts" (at least when I last checked around 2031 or 2022).
In the US, the whole system works perfectly. In Canada (or at least in Ontario), since all alerts come in as Presidential Alerts, it doesn't work in practice.
A few guesses as to why people say it works: