The problem doesn't look to be specific to a network so the Cabinet Office are likely to be having discussions with representatives from all the operators to find out why some people didn't get it while others did.
Insofar as I'm aware the alert was sent via the mobile network so in this case the issue would lie with Sky/Virgin Media O2 as your router wouldn't react in anyway to it.
It's worth bearing in mind the mobile networks in the UK are made up of a wide variety of kit from different vendors and some of it maybe running different software versions to pieces of the same kit located elsewhere.
As I commented on a thread on a forum elsewhere started by someone that was outraged it was happening at all and was spouting the usual conspiracies about being tracked etc (which is all complete nonsense by the way), this is one of the reasons they were running the test.
For the record I don't work for any of the parties involved so I can only speculate, I'm just an IT professional with a keen interest in how all this stuff works.
