To reproduce:

1. For a process, start JMX console and switch to the Triggers tab.
2. In the Trigger Rules tree, select the available CPU Usage - JVM Process (Too High) rule (Don't enable it).
3. In the Rule Details section, change Max trigger value to 0 %.
4. Click the Action sub-tab, and change the Trigger Action to HPROF Dump
5. Enable the CPU Usage - JVM Process (Too High) rule by checking the checkbox next to it.
6. Wait for a few seconds for the rule to trigger.

An alert should appear, but doesn't. Disable the rule and enable it again, now the alert appears.