Test Fire Alert won't log anything as a "triggered alert" - and that's by design. "Triggered alert" is supposed to be a current condition, and if it's not current (like in case of a test, or of it gets reset / cleared) - then there's no entry in the "Triggered Alerts" log. "Events" will show it, both the trigger event, and the reset.
Thanks to Solarwinds Support for pointing this out.