Why notification apps go quiet
A notification is subject to the silent switch and to Focus. That is the point of both features, and it is the right behaviour for most apps. It is the wrong behaviour for something you set specifically so you would not miss it, and the difference is invisible until the moment it fails.
An alarm is a different kind of thing
CAlarm alarms are registered with the system as alarms, not as notifications. They play at ringer and alarm volume rather than media volume, which means turning the video volume down before bed does not quiet them. Focus and Do Not Disturb do not hold them back either.
Full screen on the Lock Screen
When one fires it takes the whole Lock Screen, so a glance is enough to see what it is. Live Activity and the Dynamic Island show a snoozed alarm counting down. You do not have to unlock to work out what just went off.
Nothing to remember the night before
There is no toggle to arm and no mode to remember to leave. Alarms are registered with iOS as alarms, so ringing on silent is simply how they behave. The night you forget to check is the night it still works, which is the entire point.
When you want the opposite
Not everything should make a noise. A schedule can carry pre-alerts, which arrive as notifications, and time notes, which make no sound at all and exist purely as markers on the day. Loud where it matters, quiet where it does not, without muting the app as a whole.