It works by interrupt.
Moreover, setting or resetting the bit
EXTI->IMR = EXTI_IMR_IM19;
does not affect its behavior in any way.
And I can't understand this either...

Since RTC has a separate vector, what does channel 19 EXTI control?
And if this is it, then why the interrupt enable bit
RTC->CRH = RTC_CRH_ALRIE;
Well, the main question is how to configure by event ...
PS:
Can someone explain how NVIC is arranged in the event area?
From the description of the core, we can conclude that there is one event input, which probably comes from the EXTI controller.
And then the 19th line of the RTC should be connected to it.
But what is this line ....
It is mentioned only in the description of EXTI, there is not a word about this line in the RTC module itself.
There are no explanations in the figure either.
But, what is interesting ... after all, WFE expects an event bit.
This bit, apparently, is set after the execution of the ISR, or in the presence of an external event.
The problem is apparently that this line either does not exist, or it is prohibited.
This means that there are some conditions under which it passes from the RTC to the kernel event line ...
For now such thoughts...