The brain is never in one state.
When an EEG records brain waves, it gets a complex waveform which is then divided into various frequencies with the Fast Fourier Transform algorithm. If you’re not aware of what this is, here’s a recent (very popular) video about it:
Obviously, the location from which the brain signal originates, its amplitude, etc. play a huge role in the state of consciousness. To say “being in alpha” is such an overgeneralization and seems to me somewhat ignorant of the vast complexity of the brain and the mechanics behind brain cell communication.