You have to be missing something to not see the Alert options. Make sure you are in the Notification area of "Settings" and not in the Notification Center itself. Settings>Notification Center>FB>Notifcations Off. But, to cover all bases, turn Notifications "ON" and make sure your Alert setting is on "None". Then turn Notifications Off.
That may be where you are not seeing the Alerts. If you have the Notifications Off, you can't see the options