tblastx in blast+ gives an error regareding a DB alias but blastall works fine

I'm trying to run `tblastx` locally. For this I created my own database using the command:
`makeblastdb -in all_seqs.fasta -dbtype nucl -title "my_db" -out my_db -hash_index -parse_seqids`

Then running my query against it using `blastall` works:
`blastall -p tblastx -d my_db -i reads.fasta -o my_blast.out -v 1 -b 1 -m 8 -S 1 -a 5`

Still I'd like to use blast+ becuase it's recommended by NCBI to phase out blastall and because I'd like to use the option `max_target_seqs` which to my knowledge does not exist in blastall.

Running the equivalent command to the previous one:
`tblastx -db my_db -query reads.fasta -num_threads 5 -num_alignments 1 -out my_blast.out -outfmt 6`

Gives an error:
`BLAST Database error: No alias or index file found for nucleotide database [...my_db] in search path [...reads::]`

Googling it a bit showed that I was missing an alias file `.nal`.

Why didn't `makeblastdb` create it and why is it needed for blast+ but not for blastall?