I think the issue has to do with the data coming in from the weather service. Something like a heat advisory is bound to get frequently updated to adjust for affected area and expiration time so everytime there's a modification, Cortana is picking it up as a new alert. It got super annoying for me the other day and I turned alerts off and submitted feedback on it. I'm sure the devs will figure something out that won't compromise the delivery of important alerts.
Lol, that's cute. I'm from Chennai, India. It's monsoon, it's raining cats and dogs here and the temperature is 95, humidity above 50%. And you guys think you're tough