Hardly anyone ran NT on these beautiful chips. Tru64 was the OS of choice for these in 1998. Hence the decision by MS to cease support. Running NT on a Dec Alpha would be like running kerosene in your Ferrari’s engine. If you wanted to run Windows NT you could do so a lot cheaper on an x86 PC.
Decision to cease support was reputedly done by Compaq, coming as complete surprise to both Compaq-side and Microsoft-side NT teams.
As for Alpha, funnily enough the first few years I knew of it, I knew only of NT use with them, because that's what the R&D institute my father worked at had.