Why do we need to have alternative hypothesis at all?
In a classical hypothesis test, the only mathematical role played by the alternative hypothesis is that it affects the ordering of the evidence through the chosen test statistic. The alternative hypothesis is used to determine the appropriate test statistic for the test, which is equivalent to setting an ordinal ranking of all possible data outcomes from those most conducive to the null hypothesis (against the stated alternative) to those least conducive to the null hypotheses (against the stated alternative). Once you have formed this ordinal ranking of the possible data outcomes, the alternative hypothesis plays no further mathematical role in the test.
You can find a related answer on this question here which gives a schematic diagram of the classical hypothesis test and how the alternative hypothesis enters into the test. This is a useful supplement to the present answer.
Formal explanation: In any classical hypothesis test with $n$ observable data values $\mathbf{x} = (x_1,...,x_n)$ you have some test statistic $T: \mathbb{R}^n \rightarrow \mathbb{R}$ that maps every possible outcome of the data onto an ordinal scale that measures whether it is more conducive to the null or alternative hypothesis. (Without loss of generality we will assume that lower values are more conducive to the null hypothesis and higher values are more conducive to the alternative hypothesis. We sometimes say that higher values of the test statistic are "more extreme" insofar as they constitute more extreme evidence for the alternative hypothesis.) The p-value of the test is then given by:
$$p(\mathbf{x}) \equiv p_T(\mathbf{x}) \equiv \mathbb{P}( T(\mathbf{X}) \geqslant T(\mathbf{x}) | H_0).$$
This p-value function fully determines the evidence in the test for any data vector. When combined with a chosen significance level, it determines the outcome of the test for any data vector. (We have described this for a fixed number of data points $n$ but this can easily be extended to allow for arbitrary $n$.) It is important to note that the p-value is affected by the test statistic only through the ordinal scale it induces, so if you apply a monotonically increasing transformation to the test statistics, this makes no difference to the hypothesis test (i.e., it is the same test). This mathematical property merely reflects the fact that the sole purpose of the test statistic is to induce an ordinal scale on the space of all possible data vectors, to show which are more conducive to the null/alternative.
The alternative hypothesis affects this measurement only through the function $T$, which is chosen based on the stated null and alternative hypotheses within the overall model. Hence, we can regard the test statistic function as being a function $T \equiv g (\mathcal{M}, H_0, H_A)$ of the overall model $\mathcal{M}$ and the two hypotheses. For example, for a likelihood-ratio-test the test statistic is formed by taking a ratio (or logarithm of a ratio) of supremums of the likelihood function over parameter ranges relating to the null and alternative hypotheses.
What does this mean if we compare tests with different alternatives? Suppose you have a fixed model $\mathcal{M}$ and you want to do two different hypothesis tests comparing the same null hypothesis $H_0$ against two different alternatives $H_A$ and $H_A'$. In this case you will have two different test statistic functions:
$$T = g (\mathcal{M}, H_0, H_A) \quad \quad \quad \quad \quad T' = g (\mathcal{M}, H_0, H_A'),$$
leading to the corresponding p-value functions:
$$p(\mathbf{x}) = \mathbb{P}( T(\mathbf{X}) \geqslant T(\mathbf{x}) | H_0) \quad \quad \quad \quad \quad p'(\mathbf{x}) = \mathbb{P}( T'(\mathbf{X}) \geqslant T'(\mathbf{x}) | H_0).$$
It is important to note that if $T$ and $T'$ are monotonic increasing transformations of one another then the p-value functions $p$ and $p'$ are identical, so both tests are the same test. If the functions $T$ and $T'$ are not monotonic increasing transformations of one another then we have two genuinely different hypothesis tests.