Maybe I am missing your point. But my and kind of @KFrank point was that if you and learnable alpha it would bias your loss towards the easier predictions.
As in my example i have a few classification tasks( and the appropriate loss: loss_clf) and regression tasks(loss_reg)
If one of the two is easier to minimize ( yields a smaller loss) then alpha could just be set to only weight the smaller loss and ignore the “harder” task. The model would then just backproagate the loss of the one task but not the other effectively not training for the harder task