Formal proofs can be mechanically checked if it's correct or not. We just don't know what's the answer. Think it as an extremely rigorous type system that typically requires really long type annotations, like annotation itself is a complex program. So if AlphaProof happens to generate a proof that passes this checker, we know that it's correct.
An incorrectly formalized problem is a different problem and a solution to any formalized problem still useful for AI training because such solutions can be mechanically checked for correctness and this does not require the hire of humans. What requires humans is the initial formalization process since that is more a language translation task which requires nuance and judgment and is difficult to mechanically verify.
A small detail wasn't clear to me: for these incorrectly formalized problems, how do they get the correct answer as ground truth for training? Have a human to manually solve them?
(In contrast to problems actually from "a huge database of IMO-type problems", they do have answers for these already).