I have Time Machine turned off, always had, so it would surprise me if it had anything to do with TM. Plus I never saw the same behaviour before in Mojave. These might be two different cases with the same apparent result.
I just noticed the same behavior. Catalina 10.15.1, Alfred 4.0.6.
Features -> System -> Blacklist shows the following three entries:
Macintosh HD
MobileBackups
com.apple.TimeMachine*