Short answer: from the phone's settings, you can't turn them off completely, and that's by FCC rule, not by accident.
47 CFR § 10.280(a) lets carriers give you an opt-out for three classes: AMBER/ch...
Precision on my own reply: drop "a device without a SIM". A phone with no SIM can still attach to towers in limited-service mode (that's how emergency calls work without one), and I can't rule out that it still gets cell broadcasts that way. What reliably stops them is the cellular radio being off: airplane mode with Wi-Fi only, or a device with no cellular radio at all.
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