"Alert Settings" link on URL details > All Alerts does notthing when clicked

Steps to reproduce:

(1) Add an URL to ping, e.g. http://drupal.org
(2) Click on the URL to come to its detail page
(3) Switch to "All Alerts" tab
(4) Click on "Alert Settings" link (see the attached screenshot)
NOT OK: nothing happens
EXPECTED: a dialog should pop up, or whatever meaningful should happen