Visualizing with ggplot yields different output using reprex vs. without reprex

Question

I'm trying to add a segment in ggplot. However, adding alpha causes the segment to disappear. Although this is a known behavior that has been documented in many SO posts, I'm experiencing a particularly strange thing: when I generate the plot with reprex() I see the segment, but otherwise I don't.

Example with reprex()

library(ggplot2)
library(ggforce)


df_empty_circle <- 
  data.frame(x = 0,
             y = 0, 
             r = 1)


p_empty_circle <- 
  ggplot(df_empty_circle) + 
  geom_circle(mapping = aes(x0 = x, y0 = y, r = r)) + 
  coord_fixed() +
  theme_void()


p_no_alpha <- 
  p_empty_circle +
  annotate(geom = "segment", y = -1, yend = -1, x = -Inf, xend = 0)


p_no_alpha

p_with_alpha <-
  p_empty_circle +
  annotate(geom = "segment", y = -1, yend = -1, x = -Inf, xend = 0, alpha = 0.2)

p_with_alpha

^{Created on 2021-08-02 by the reprex package (v2.0.0)}

Example when running code without reprex

Well, the same code as above, and the output is:

p_no_alpha

p_with_alpha

Why no segment in p_with_alpha when it's run outside reprex()?

Session Info

R version 4.1.0 (2021-05-18)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 8.1 x64 (build 9600)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] reprex_2.0.0  dplyr_1.0.7   ggforce_0.3.3 ggplot2_3.3.5

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Is there any explanation for this?