MainWindow.xaml

<Window
    x:Class="WpfApp3.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
    xmlns:local="clr-namespace:WpfApp3"
    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
    Title="MainWindow"
    Width="800"
    Height="450"
    mc:Ignorable="d">
    <StackPanel x:Name="stackPanel">
        <Button Click="AddTextBlock_Click" Content="Add a TextBlock." />
    </StackPanel>
</Window>

MainWindow.xaml.cs

using Microsoft.Xaml.Behaviors;
using Reactive.Bindings;
using Reactive.Bindings.Interactivity;
using System;
using System.ComponentModel;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;

namespace WpfApp3;
/// <summary>
/// Interaction logic for MainWindow.xaml
/// </summary>
public partial class MainWindow : Window
{
    public MainWindow()
    {
        InitializeComponent();
        DataContext = new VM();
    }

    // XAML で書く方法に近づけるならこんな雰囲気になりますが…
    private void AddTextBlock_Click(object sender, RoutedEventArgs e)
    {
        var textBlock = new TextBlock
        {
            Text = DateTime.Now.ToString(),
        };

        var eventToReactiveCommand = new EventToReactiveCommand();
        Interaction.GetTriggers(textBlock).Add(
            new Microsoft.Xaml.Behaviors.EventTrigger(nameof(MouseDown))
            {
                Actions =
                {
                    new EventToReactiveCommand
                    {
                        Command = ((VM)DataContext).AlertCommand,
                    },
                },
            });

        stackPanel.Children.Add(textBlock);
    }

    // でも、特に拘りがないならイベントを普通にイベントを購読して、そこから呼ぶのでいいと思います
    private void AddTextBlock_Click2(object sender, RoutedEventArgs e)
    {
        var textBlock = new TextBlock
        {
            Text = DateTime.Now.ToString(),
        };

        textBlock.MouseDown += (_, _) => ((VM)DataContext).AlertCommand.Execute();

        stackPanel.Children.Add(textBlock);
    }
}

class VM : INotifyPropertyChanged
{
    public event PropertyChangedEventHandler? PropertyChanged;

    public ReactiveCommand AlertCommand { get; }

    public VM()
    {
        AlertCommand = new ReactiveCommand()
            .WithSubscribe(() => MessageBox.Show("押された"));
    }
}