I think Alonso was jealous about the buzz and media attention Vale generated at that F1 outing, because he then bragged that motorcycle racing was easier than F1 Rossi invited him for a head to head race, one on a bike and one in an F1 car. Alonso didn't take up the gauntlet I think he felt threatened by the prospect of Vale entering F1.
I don't know about the difficulty level but racing in WRC on icy roads sometimes inches away from trees, drop offs and ditches seems more dangerous than Formula 1 ...