private Alert captureAlert() {
    Notification notification = captureNotification();
    return new Alert(getAlertLevel(notification), notification.getMessage());
  }
Fails due to GEODE-5923: JMX manager only receives local Alerts at the default AlertLevel

<p>
The JMX manager's local AlertListener for itself remains stuck at {@code SEVERE} even after
invoking {@link DistributedSystemMXBean#changeAlertLevel(String)}.
geode-core/src/distributedTest/java/org/apache/geode/management/DistributedSystemMXBeanWithAlertsDistributedTest.java