I was just setting up the Alert for Corruption.
Error 823
Error 824
Error 825
I just by chance added alert for Error 825 and ran sp_Blitz again. And the message for Finding "No Alert for Corruption" was not displayed for Error 823 and 824 !!
And I verified by only setting up 823 and ignoring 824 and 825, still the sp_Blitz does not report for other 2 missing (824 and 825) !!
Best Answer
Correct. The finding is "No Alerts for Corruption". If you've set up alerts for any of those, we assume you know what you're doing. (That's not always the case, of course, heh.)
If you'd like to change that, here's the guide on contributing to sp_Blitz.
(Disclaimer: I'm Brent Ozar, the script author.)