There was a big 100mph+ storm a few months ago and they sent out an alert telling everyone to stay inside as there were literally trees getting ripped out of the ground and hitting people.
That was the first time I ever saw my phone use this functionality, scared the crap out of me.
Amber alerts specifically I have indeed never seen, ever.
But yes, I've never seen it being used in any other country aside of the Netherlands either.
On the other hand, in Germany not even the sirens are working properly, so that's not very surprising to me.
What's crazy to me is how a device that claims to be 110DB at max volume could tear apart someones ear drum and damage their cochlea. I've been around many race cars on Dyno's literally right next to them at times with or without earplugs and I don't think this has ever happened to me. I'm curious of the medical science behind this.
Different frequencies also have different properties, as well. IIRC low frequencies are less painful and less hazardous than mid and higher frequencies.