There is nothing wrong with the entity type annotation. After you have removed this code intentionally disabling the field UI routes
https://git.drupalcode.org/project/sitewide_alert/-/blob/8.x-1.6/src/Routing/RouteSubscriber.php
the entity should be fieldable at admin/content/sitewide_alert/settings/fields.
This is a very cool module. After playing around a little bit I've found out the module has two settings routes, the mentioned dummy form in an odd place under content and the official module settings form in configuration. If you attach the field UI to this form it's easier to find I think:
field_ui_base_route = "sitewide_alert.sitewide_alert_config_form"