Not sure if it's a glitch, or supposed to be, but I've found that Alpha has a couple of combos that should end in critical burst, but don't. The text flashes red and, regardless of which move you use to put the opponent in critical stun, it doesn't activate. Instead it puts the opponent back to the start of a critical stun state, with the text in white again.
From my understanding, this is similar to Jann Lee's problem, although I imagine most will say good riddance as it's Alpha. It's a tad annoying as it only applies to combos started with the forward K cartwheel kick.