Since this was just a test only devices that were enrolled in the WEA test got the message.

Source: https://www.fema.gov/event/ipaws-national-test

“The WEA test will be directed only to consumer cell phones where the subscriber has opted-in to receive test messages, which will be in either English or Spanish, depending on the device’s language settings. Most mobile phones will not display the test message. In contrast, consumers will automatically receive real emergency alerts on compatible phones (even if they do not receive the test message).”

For instructions on how to enroll: https://www.fcc.gov/sites/default/files/weatest_opt-in_instructions.pdf