Air carrier flight crew reported Low Altitude Alert from ATC on approach.

Narrative

On approach to Runway 29R TUS RNAV Z between ATOGE and SAXIE ATC issued an altitude alert; we were at the final approach altitude of 4400 ft. about to intercept the GP to the Runway. We told ATC that we at 4400 ft. which is the correct altitude for the approach. IT was VMC conditions. We intercepted the PAPI glide path and continued to the runway normally. The aircraft was fully configured and on speed. It was confusing that Tower issued an altitude alert. We double check that we had the correct approach loaded; doubled check our altimeter; everything was correct. We never at any point descended below 4400 ft. before reaching the final approach fix.Possibly Tower thought we were on a visual approach? We were cleared the RNAV Z 29R approach from DINGO and followed the approach profile and altitudes per standard practices and company safety alert page for night landing which requires us to follow the profile and course of an IAP.Discussing with my First Officer (FO) during a debrief; best we could recall is that Tower said the MVA was 5000 ft. for our sector. We were on an instrument approach following the guidance in the profile to 4400 ft. which is the correct altitude on the approach place. we reviewed and de briefed every possibly cause. The best we could figure is that ATC got an alert on our flight path and called a low altitude alert. We never received a GPWS warning or alert. Aircraft was stable on profile and on speed; fully configured for normal safe landing.