In order to ensure that the alarm window appears on top of a full screen application, KAlarm uses a Qt mechanism to bypass the window manager. This has the side effect of removing the window frame. Without this, the alarm might be shown under the full screen application and therefore be invisible. So this is not a bug.
The bug which prevented the defer dialog from being accessible when a full screen application is running has now been fixed for the next KDE release, 19.12.1, by git commit https://cgit.kde.org/kalarm.git/commit/?id=870c2a6173d83b1989e948bdfb97cf0c2f9bb886 -- David Jarvie. KDE developer. KAlarm author -- http://www.astrojar.org.uk/kalarm