From the government’s own page about the alerts system:
> When you get an alert, stop what you’re doing and follow the instructions in the alert.
What was the urgent action in that alert?
They even say drivers should pull over to read the alert.
www.gov.uk/alerts
gov.uk
About Emergency Alerts
Your mobile phone or tablet may get an emergency alert if there’s a danger to life nearby. Alerts tell you what to do to stay safe.