...evolution couldn't work like that? Intelligent Design couldn't, perhaps, but trust me, evolution is far from a straight course.
Here's a real-world example of something very, very akin to that downside. I have an AWESOME set of traits for running; I'm tall, I find it nearly impossible to put on weight, and my lungs are huge for how skinny I am. Sounds pretty pro of evolution, eh? Well, not so fast.
You see, very often people have little growths on their lungs, the medical term hilariously being "blebs". It's kindof like the lung's version of a mole, doesn't tend to matter, 99% of people who have them will go through life and it'll never, ever matter. But say that evolution has led to a set of genes that enhance relative lung size. Now you have something stretching the blebs . . . uh oh. And thus why I woke up one night a couple of years ago to find it incredibly painful and difficult to breathe: my left lung had spontaneously burst, filling my chest cavity with air. Not cool evolution, not cool.
Long story short, I now have titanium staples making sure that lung stays together, and I'm back to racing nearby trains. In fact, it's actually quite common for males between about 16 and 30 years old to suffer a spontaneous pneumothorax (ie. collapsed lung) for precisely this reason. And if you think about it, it's no surprise that a mutation like mine would come about; it'd be a hell of an advantage in nature.
"But wait," you say, "why the hell would it be common if, in nature, it'd also likely have killed you?" Well, that's quite simple: evolution doesn't give a fuck. (Sidenote: that should be a slogan, or at least a t-shirt.) Or actually, that's all evolution gives anything about, so to speak. Conferring a big advantage for long enough that each individual reproduces is all it takes for a mutation to prosper. So for uncountable millennia my ancestors won the hearts of fair cave-maidens and/or got the fuck away from bears or tigers or whatever (at least, faster than their less lanky and big-lunged compatriots . . . "Poor Grogg, but I didn't have to outrun that Lion, I just had to outrun him"), and so in the proud tradition of evolution passed on their genes before suddenly dropping dead from unseen chest wounds. ("I bet it was those Neanderthal blokes the next cave over sending evil spirits our way! They're into that spirituality stuff, and they were probably jealous of Umm-Rann's tall lankyness; lets go beat
them up, there's more of us than there are of them!")
So you see, there's perfect precedent for evolution conferring advantages that are gonna kill ya in the long term. I'm not going to even remotely claim that this is the rationale behind Alphas, but that's one of the *least* hilariously unscientific parts about the premise. But they aren't even really trying to be scientific; this is SyFy, not sci-fi. (That should also be a t-shirt.)
So, there you have it.