Saying that, doing it natively inside Grafana would possibly not yield the same level of confidence. As we might guess, alerting for data loss in Grafana probably sits on top of a properly configured and working data source. The external sensor on the other hand will monitor the infrastructure as a whole, which might be called black box monitoring.
Nevertheless, we would be interested what can be done within Grafana itself to let the user add notifications for individual acquisition channels on its own behalf. A quick forum search yielded some topics where people have been discussing similar things.