"UP" just means that the scrape was successful, i.e. prometheus was able to retrieve metrics from blackbox_exporter. Those metrics may include values like "probe_success 0". Prometheus doesn't mind, it's still a successful scrape.
The easiest way to debug alerting issues is to take your "expr" from your alerting rule - e.g. "probe_success == 0" - and paste it into the Prometheus web interface query box. Wherever you see a graph line, that's where an alert is raised. (The value of the line is irrelevant; it's simply the presence of any value which generates the alert)