Shimano R500 or Alex ALX-295 - Which Are Better?
Spokes on any wheels can break ... really comes down to how well they are built, the weight they have to carry, i.e., carrying more weight than they are designed for and the type of riding they are exposed to. 

The Shimano WH-R500 wheels are lower specification wheels and I suspect the Alex ALX-295 are much the same.  That said I believe the Shimano wheels are about 100 grams lighter than the Alex rims.

Personally if you are happy on the Shimano wheels you could swap them over, or if you prefer say have the Alex rims checked for trueness at a decent bike shop, but I suspect either way you are not going to change much if at all the bike's overall handling characteristics or "rideability" with changing these wheels around.

In the past I rode with Shimano WH RS 10 rims on a Giant CRX 1. These wheels would be similar to the WH-R500 and I did a good job of breaking spokes and cracking the rims until I got a wheel properly built.