How would the Lady of Pain view Alienists in HER city? I can't imagine she would tolerate it. At all. These folks are up to no good, and the shenanigans of even a low-level alienist could corrupt parts of Sigil.
Not to mention the threat of the Cerebral Blot (severe Far Realm taint; see Dragon 330 if you really want details, though you can probably picture it already-- madness such as the cobblestone streets becoming undulating or pulsating, coccic/granulomatous flesh-like masses. Cerebral Blot is when it gets so bad that it's permanent to some degree, even if greater powers of Mechanus clean it up.)
Would she act directly, or simply let the Harmonium (oooh, yeah, you can bet this faction is going to hate alienists, who flirt with defiance or even destruction of the very physics of the Multiverse, with utmost disdain. Hoo boy, it wouldn't be pretty...) deal with them, send her Dabus, or would she confront them directly (or confront them directly if she determines they might be powerful and need to be smited before they get a chance to call upon their multiverse-bending powers)?
Man, a rift to the Far Realm opening in Sigil? That would be a real nightmare scenario...
(Don't tell me it couldn't happen, either. The Far Realm does not follow the physics of the Multiverse, so a rift could conceivably open at any point.)
An alienist is maybe something like a small leak into the Far Realms, and there's small leaks to their everywhere. I don't think the Lady of Pain is actually against anything to do with the Far Realm, as she does allow Aberrations such as Illithids, Chokers and Beholders into Sigil. She wouldn't be against Warlocks or certain Psionic characters who draw their power from the Far Realm either.
And just because someone draws their power form there, doesn't necessarily mean they directly serve the entities of the Far Realm. Some might be serving their own ends, and others might be trying to fight fire with fire by using powers related to the Far Realm.
Though I'd say that some on the surface of Sigil would be against the presence of some Far Realm related stuff, which is why you'd probably see most of them in Undersigil the City Below.