When you set the alert using a preset on the knob or at the bottom of the app, it will add the same alert to each probe currently plugged in. Any alert line can be adjusted individually by dragging it up/down, but the presets are not great when you have multiple probes you want to set to different temperatures.
You can instead create an alert for a given probe by touching in that column and dragging up/down to the desired temperature. So if you want to monitor the ambient temperature of your slow cook, set an alert directly on that probe's column. (You can also touch and hold on the alert line to change the alert between rising, falling or passing—useful if you only want a notification when your ambient temperature has fallen too much, for example.)