Siri can not activate some alarms on iPhone 6S Plus with iOS 9.2
Be explicit when you ask for an alarm:


  Hey Siri, wake me up at 7:20am."


Also, what version of iOS are you using? There were some issues with alarms not waking people up in iOS 9.1. If you are running 9.1, update to the latest version, 9.2.1, and see if the issue persists.