In macOS Catalina, Apple have removed access for third-party apps to Mail.app results by excluding it from the Spotlight metadata that apps like Alfred can use to return results. As such, the workflow won't return any results, as macOS no longer returns any Mail results.
Here's a thread including responses from an Apple employee explaining what's happened to the Spotlight index. Within this thread, there's a somewhat possible workaround of copying the Mail folder to a different folder within your Home folder (e.g. in Documents), it becomes indexable. However, we can't advise doing this and you'd be doing so at your own risk, as it could cause other issues.
