That is because \[Alpha] is not a symbol, it is a named character. Programatically (from here)

Select[Table[{#, ToString[FullForm[#]]} &[FromCharacterCode[i]], {i, 65535}], StringMatchQ[#[[2]], "\"\\[" ~~ __] &]

search all entries which including a substring expressed by a specific regular expression from the above output

All symbol names with 4 uppercase characters

allSymbols // Select[StringMatchQ[CanonicalName@#, RegularExpression["([A-Z].+){4}"]] &] 

I tried the following command:

allSymbols = WolframLanguageData[];

But still can't find something like the following in the output:

\[Alpha]

BTW, how to search all entries which including a substring expressed by a specific regular expression from the above output?

Regards, HZ

1. But I still can't figure out how to enumerate each command and symbol as a parameter and feed it to WolframLanguageData.
2. But there is no official Wolfram LSP client for Emacs.