Yes, it seems alacritty is configured by default to send LF (aka \n, ^J) upon keypad enter, and also regardless of whether application keypad mode is enabled (after tput smkx) even though the terminfo entry (on Ubuntu 20.04 at least) has kent=\EOM, while all other terminals send CR (and most send \EOM after tput smkx).
You can change it by adding:
key_bindings:
  - { key: NumpadEnter, chars: "\r" }
To your ~/.config/alacritty.yml (or your preferred path for that file, there are several options, see manual).
Note that in any case, the terminal device driver is generally configured by default to translate CR to LF automatically upon input (look for icrnl in the output of stty -a), so it would generally not make much difference in practice. It's only for those TUI applications that disable that setting (as showkey does) that you may see a difference.
     
    
tput smkxortput rmkxor with or without NumLock enabled?^M.