You can now easily find all alerts associated with your pull request with the new pull request filter on the code scanning alerts page.
To show all the code scanning alerts for a specific pull request, type 'pr:123' in the Filter alerts text box. This will return both the alerts that the pull request introduces and the existing alerts on the branch.
The pull request checks page shows the alerts introduced in a pull request, but not existing alerts on the pull request branch. The new "View all branch alerts" link on the Checks page takes you to the code scanning alerts page with the specific PR filter already applied, so you can see all the alerts associated with your PR. This can be useful to manage lots of alerts, and to see more detailed information for individual alerts.