This is made trickier because UPS doesn't explain why they are sending alerts to a particular email address. I called their support line and the witless support person had no idea. They eventually gave up and transferred me to tier 2 support, who hung up because they were done for the day.

A few Google searches later I found out about UPS My Choice (I'd forgotten signing up for it) and tried to create a new account. That's when I hit the error message shown above. I can't sign up for alerts for my address because somebody else has already done so.