I can confirm, that the v2 API only works if a defender license is assigned. Furthermore you have to at least once login into the security center and open the alerts menu (https://security.microsoft.com/alerts). You may see the following:
After a couple of minutes you can view the alerts in the security admin center and the v2 graph endpoint will work as well.
I do not understand why we have to use different endpoint depending on the license. If you have to monitor alerts for a lot of customer tenants with different licenses things like these are very frustrating to deal with, because its not clearly documented anywhere.