Maintenance Window was created to prevent an Alert to be fired, but it was fired though the status of the Alert shows "In Maintenance".
See further documentation on Creating a Maintenance Window including discussion on "Narrow Down the Scope" of a Maintenance Window.
Scope (Conditions) of the Maintenance Window did not match the series that the Alert Fired on.
An Alert can suppress notifications for some sources while still checking or firing on others. Hovering your mouse over an Alert's "State" column will show this detail.
Understanding the order of how Maintenace Windows evaluates by reviewing the "Scope" section within its configuration.
Additional scope parameters are set within the "refined by" section.
Use-Case:
Production environment upgrade schedule.
Solution:
Configure three Maintenance Windows, each tagged with the alert tag(s) of env=prod with additional scope "refined by" the sources and schedules.
Result:
Reviewing your Alert during upgrade you see the current state of the Alert is 'IN MAINTENANCE CHECKING' This is because Alert Notifications are being suppressed for some sources, while still being checked on others.
In Maintenance Series
Currently there is an open feature request to improve the readability of the Scope on the main Maintenance Window screen.
Maintenance Windows and Snoozing Alerts
Alert States and Lifecycle: See Section: What are Alert States?
Alerts: See Section: Organize Related Alerts with Tags