The optics of doing the speech at the Alamo would resemble the Yellow Jackets walking down the avenues in Paris. There are a number of streets in front of the Alamo and the Courtyard there would be great optics if there were people on all of the four or five roads - And wearing Yellow Jackets to boot
I agree, Trump outside in front of the Alamo, with the crowd out into Alamo Plaza would be quite impressive. It would ‘only’ hold several thousand people, though. His crowds for rallies attract a hundred thousand tickets, and the SOTU would likely attract even more.