Apparently these are exceptions to Do Not Disturb mode and iOS is a lot more picky about this than Android.
Critical alerts are notifications that appear even when your iPhone or iPad is in Do Not Disturb mode or silenced. These include notifications with crucial information about weather emergencies or important health alerts from connected devices.
How Do Critical Alerts work?
Apple’s iOS 12 introduced critical alerts along with several other notification enhancements. They cannot be silenced because they contain essential information you need to be aware of. Weather, health, and security apps might generate a critical alert notification, for example. Like standard notifications, you need to opt in to receive them.