It does come up in healthcheck reports but I've not seen an alert for it.
The built-in alert threshold stuff only tends to allow you to look at performance based metrics but maybe you could setup a rcopy link threshold to send you an email if the bandwidth drops too low or goes to zero for a certain amount of time (assuming you have at least some traffic all the time normally
).
There are a few property based things I'd like to alert on too.
There's also a couple of 'protected volume' panels in the SSMC dashboard but I'm not sure if they'd show stopped rcopy group volumes as unprotected and you'd still need to pay attention to the dashboard to see it.