when you create a custom alert policy, you can choose between two types of thresholds: Static Threshold and Behavioral Anomaly. Static Threshold allows you to set a fixed value for the metric that triggers the alert.
Behavioral Anomaly allows you to use machine learning to detect abnormal behavior based on historical data.
If you select Behavioral Anomaly as the threshold type, you cannot set a warning level for the alert. You can only set a critical level that indicates how much deviation from normal behavior is considered an anomaly3.
Therefore, the Alert warning if field is greyed out when you select Behavioral Anomaly.