Dear johschi
Welcome to Microsoft Community.
According to the content you provided, aka.ms is Microsoft's link shortening tool, only Microsoft employees are authorized to use the tool to create links; therefore, the links that take aka.ms are usually credible, and the /aka.ms/alcs that you provided will jump to Microsoft's official website after clicking on it.
Meanwhile for the problem you encountered, I judge that someone entered your account name when logging in on the Microsoft website, but when jumping to enter password, the other person did not have to enter the content and click on logging in, which is the reason why you can be subjected to this message while there is no suspicious record in your account activity.
For this issue, it is possible that someone else entered the wrong account name by mistake, and this name may be the same as the one you are using by coincidence, which could be the cause of this issue, generally if you have only received a small number of these messages.
Another possibility is that someone knows your account name and is going to try to hack your account by combining random passwords. To solve this problem, you can try to change your account alias according to the following methods:
To fix this, follow this link to log in to your account Microsoft https://account.microsoft.com/, click [Your Information] - [Account Information] - [Edit Account Information]. In this interface, you can add an alias to your account, please note that due to the potential risks associated with your existing account, it is best to create an alias for Outlook/Hotmail that does not require authentication and set Added alias as the primary alias. You can click [Change Login Settings] below to uncheck the box in front of your Old Account, as the old account name will no longer be able to log in, which may prevent hackers from logging in permanently.
NOTE: Normally, hackers do not attack the same account repeatedly, the attack has a certain duration, if your account does not exist for a long time, the hacker's automated attack script may not try to log in again, at the same time, after changing the alias as described above, if you still need to use the original account name, please do not remove it from the alias, once your Microsoft account alias has been removed, you will lose the alias forever. Once your Microsoft account alias is deleted, you will lose the alias forever, which will affect your ability to receive email from that name, which could result in problems such as you not receiving CAPTCHA codes sent to that name, and deletion of the alias is irreversible and unrecoverable! After a period of time, you can reset your original name using your primary nickname, which we usually recommend users keep hidden for 3-5 weeks.
Feel free to text back if you need further help.
Best wishes
Chris.S-MSFT | Microsoft Community Support Specialist