I often see the same behaviour both in Mojave and Catalina it is actually related to TimeMachine. In my case they do show in the eject menu, and "Eject All' gives corresponding errors
Alfred 4.0.6 (1124)
Features -> System -> Blacklist:
Macintosh HD
MobileBackups
com.apple.TimeMachine*
Did reset there, didn't help
Steps to reproduce: start a TimeMachine backup