I mean sure Alfa was the best player in the finals but giving him the MVP would have been bittersweet at best and would have felt more like a consolation.
I don't think he cares about being MVP when his team fought so hard and lost such a big final. I think he would have felt like shit and he would 100% trade the MVP for the tournament win in a heartbeat.
I think it's always better to award the MVP to a player from the winning team regardless of how the players from the losing team performed.