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I had the same question. I set up a similar alert flow step, that only notified me . When i received my alert email the privacy/unsubscribe disclaimer showed email was sent to the lead's email address (even though i received it). I ran a quick smart list in which i filtered "was sent alert" and the lead's email information was in the Leads tab. I turned the trigger campaign off, but I wanted to see if you could provide some insight .
It seems you got concerned due to the fact that in the 'alert' email you received
in the privacy/unsubscribe disclaimer (probably at the bottom of the email) showed email was sent to the lead's email address. Like,
This email was sent to firstname.lastname@example.org
or something like that.
In the 'alert' email context, that text does not mean that the actual email was sent to the lead (with email address email@example.com). The email address is just merged at that place to identify for what lead this (alert) email was for.
If you pull up Marketo activity for the lead, and if there is no 'send email' activity for that email for that lead, the email was not sent to that lead.
Hope this helps