The alert actions are not by default executed for unmanaged entities. This setting however can be suppressed, even though I don't recommend to do that (because it will affect all defined alerts). If you want to suppress this behavior, you will need to update one setting in the Orion database. In the dbo.Settings table find row with SettingID='AlertEngine-ProcessUnmanagedObjects' and set value in the CurrentValue column to 1. After restarting the SolarWinds Alerting Engine service, alert actions should be triggered also for unmanaged entities.
Instead of this solution I strongly recommend to leverage the Orion SDK if possible.