The mouthpiece doesn't set the pitch, you do. The mouthpiece pitch will be wherever your embouchure, airstream, and voicing (shape inside the mouth) set it. The "A Concert" on the alto mouthpiece is a general starting point, the basis of which is to insure that you are playing somewhere close to the center of the range of pitches easily produced on the mouthpiece. If your embouchure is set to consistently produce a C concert, 1 1/2 steps higher than A, that means you are playing closer to the top of the pitch than the center. It is quite possible to play the mouthpiece and neck with the mouthpiece pulled out a bit and get the Ab Concert to sound on the mouthpiece and neck with this mouthpiece "input pitch". However, there is a strong possibility that your octaves are not going to be as in tune as they could be.
My suggestion would be to try the Larry Teal test which is to play a low A and with the free hand flick the neck octave key open momentarily and let it close. If the note stays on high A for any considerable length of time, it means the embouchure is too tight. If the note pops to high A and momentarily drops back down, the embouchure setting is correct.
A common symptom of playing too high on the mouthpiece pitch and then pulling the mouthpiece out to bring the sax down to pitch on your tuning note(s) is that the palm key notes tend to be flat since the notes closest to the mouthpiece are affected more by moving the mouthpiece in or out.