Turning AlexNet into a single sequential model gives me an error

Since you are wrapping all submodules into an nn.Sequential module, you are losing the flatten operation which is performed in the forward method.
Similar to this issue you can add a custom Flatten module and it should work:

class Flatten(nn.Module):
    def __init__(self):
        super(Flatten, self).__init__()
        
    def forward(self, x):
        x = x.view(x.size(0), -1)
        return x

class ALEXNET(nn.Module):
    def __init__(self):
        super(ALEXNET, self).__init__()
        self.model = models.alexnet(pretrained=False)   
        self.model = nn.Sequential(*(list(self.model.features.children()) + [nn.AvgPool2d(1), Flatten()] + list(self.model.classifier.children())))
                        
    def forward(self, images):
        scores = self.model(images)
        return scores