Yes I had/have this same problem.
Check your player card and you'll probably find that your alley oop tendency is 0.
It's only in the last few games that I've actually been able to dunk an alley oop finish - my guy is also athletic SF with 91 dunk, maxed vertical, 83 hands. To get the ball rolling what you need to do is this;
Get open for a breakaway dunk (I know it's not easy, but stick with it. Go for a steal on opposing PGs as they walk up the court. You may need to up your quickness/speed attributes to make it possible). As you come in to the foul line area, alley oop to yourself off the glass (L2+square, LS toward bucket on PS4).
If you convert your oop (even if it's a alley layup) your alley oop tendency goes to 1 and you should be off to the races.
I've noticed that in mycareer you're still not going to have many opportunities for alley oop'ing (like maybe 1 per game, maybe 0) and they're still going to usually miss if it's not the PG throwing it to you and if he's outside the 3 point arc. But having alley oop tendency above 0 is definitely the way to get started.