I have also seen such observation on alpha-amylase and some proteases in insects. Even we have seen ALP of human respond to substrate in gels containing SDS. I suppose it is a stable isozyme of ALP. Make sure number of isozymes by western blotting or gene bank.
The disulfide bonds may not be contributing to the conformational state of the protein, therefore the protein may still be active even though SDS is breaking these bonds.
There has been speculation that SDS does't break disulfide bonds of the tertiary structure of protein. Perhaps treat the protein with DTT before running gel electrophoresis. Better disulfide reducing agent.
SDS does not break disulfide bonds. It denatures the protein structure. The reducing agent (DTT or mercaptoethanol) reduces the disulfide bonds, if there are any.