It's all about planning ahead
False alarms are great training opportunities. That's when you find out what you don't know.
I had a similar issue happen about 8 years ago. Same thing, I was sound asleep when the alarm went off.
But, I had planned for that, so I knew where my HK .45 with weapon light was (I don't care what you say, my home defense weapon will ALWAYS have a light on it!). My pattern is to have a full magazine and an empty chamber. I need to be awake enough to rack the slide before I can shoot the gun.
But I also sprang for a decent alarm system and all bedrooms have a alarm keypad in them.
My first step (after getting the gun) was to go to the keypad and the display tells me "GARAGE MOTION". I wait for another 10 seconds - and no other alarm.
So now I knew what area to check first. And since there were no secondary alarms, I could tell that there wasn't anyone else anywhere else.
I stopped to put on pants because I didn't want to be found dead in my house wearing nothing but Simpsons boxer shorts
It turned out to be nothing - probably a mouse or something. I have since tweaked the system to keep that from happening.
There's a lot of places in our lives where we can save money. But if you are going to have an alarm - splurge a little.