Alan Wake 2 on PS5 takes advantage of the Dualsense controller’s haptics, similar to all games. It gets the haptic triggers for shooting and the usual even rumble for effects. However, the game also includes an extra setting I have never encountered before that all players should use.
This setting can be found in the Audio section called Dialogue Vibration Intensity, and it is set to off by default. What it does is that character dialogue, whether in cutscenes or just surrounding chatter while in towns, will cause the Dualsense to vibrate.