However, this means that there are still very few but not zero alpha particles arriving on the other side. Plus, the energy of those alpha particles doesn't just go away, it will be either transformed into highly energetic photons (in the hard UV to gamma range) or it will ionize the attenuating medium, leading to photons from line emissions (infrared to visible to UV) or other ionization-related effects (e.g. an ionisation current in semiconductor diodes). All those things can be detected, and you can calibrate your detector for the relative sizes of those effects you are seeing when compared to the incident alpha rays.