Alertmanager stores its state in disk files, by default in subdirectory "data" relative to the working directory where alertmanager was launched.
From alertmanager --help:
--storage.path="data/" Base path for data storage.
--data.retention=120h How long to keep data for.
If you don't preserve that disk file, then it will lose its state. If this is in kubernetes then you'll need to use a PVC to attach some sort of persistent storage volume.