Normally an administrator will get notifications when somethings happen on a M365 environment. If your company is large, and have multiple stakeholders, it would make sense to delegate message center access.

In some cases Microsoft may contact you, the customer and we use message center for those messages. That could be security or privacy related. Like special compromises or nation state actors awry.

For the latter, your Security Operations Center or Incident Response Team should be informed as well.

Here is how you very easily add a mail alias to receive notifications.

To add more people than those two emails simply give them message center privacy and reader admin role. With that entitlement they can log on and set their own preferences for notification.
Full list of admin roles here: https://learn.microsoft.com/en-us/microsoft-365/admin/add-users/about-admin-roles?view=o365-worldwide#commonly-used-microsoft-365-admin-center-roles