If you've upgraded to Catalina, then installed Applications are now stored in /System/Volumes/Data/Applications/ (unlikely to be your backup volume too) and uses a firmlink to /Applications/ to make the applications appear in the same location as they used to before Catalina. macOS doesn't index the firmlinks, only the source files, so the locations returned to Alfred have a path prefixed with /System/Volumes/Data/.
Alfred 4.0.5 works around this issue by recognising firmlink locations and updates the subtext shown to be /Applications/, even though the underlying path used by Alfred is the "real" location. If you update to 4.0.5 and reset Alfred's default search scope, you should see the correct locations.
Also, it's worth noting that Alfred caches some results, so if you make any dramatic changes to the search scope, it's worth typing 'reload' into Alfred to flush his caches such as Applications.
Cheers,
Andrew