We don't even get told what channel to change it to, if there's a warning.
I swear, our EAS is a malfunctioning piece of crap, because not only does THAT rarely work, but neither do our sirens.
I either have to have it on TWC, a local station, or have my weather radio on to know about any kind of warning. Not saying that that's a bad thing, but I rarely have all three on, these days. If there's something big and unexpected moving in the area, I kind of like to know about it.