I think Art solved it by pointing out the non-intuitive badge was not slide to none.. so lets see how my luck plays out..
If, as it appears, your problem has been solved by the "None" alert style, it's a good thing you posted your screenshot and let us know that it
hadn't been selected; we may have scratched our heads forever otherwise.
Those alert style options are, indeed, non-intuitive, but then again, I find that entire pref pane to be non-intuitive. Apple is quite capable of doing better!