Great feedback, thanks!
As you've found, the option to include Closed alerts is not included in the Alert widget Personalization. So it would be something we would have to build into the widget configuration out-of-box....or, we could perhaps rewrite that Microsoft Alerts widget to add those Personalization options, just as we rewrote the Microsoft Objects by Performance (aka Top 10) widget to add the "Traffic Lights" capability, with color-coded thresholds built in. (you'll see it soon when we release MP v7
We're currently investigating some methods of letting you achieve what you want - we've got a pretty big focus on dashboards in upcoming releases! You are going to see some exciting developments there. So stay tuned!
Thanks again and keep the feedback coming!