The important part of the blog post you link to isn't testing the syntax of the YAML file; it's testing the semantics of the Prometheus configuration.
The core configuration in that post includes a fragment:
- alert: MyAlert
expr: avg without(instance)(up) < 0.75
How do you know this is the right configuration? If it's misconfigured then either your on-call team gets paged when the system is healthy, or it doesn't get paged when the system is down; both are bad.
The test setup shown in the blog post would let you test your Prometheus alerting setup, with artificial sample data (the "bar" instance is up for 5 minutes, then down for 5 minutes, and it's expected to page after it's been down for longer than 2 minutes), before you deploy it for real and without actually paging anyone. That gives you some confidence your monitoring setup will do what you expect, before you deploy it for real.