It works for me without issues with Alfred 1.2 (the one on the App Store).
Added the volumes on Alfred 1.2 and it asked for mounted drives access permissions, then all good.
On Alfred 4, even when adding them on Alfred's preferences and Spotlight private section (added the same folders) it didn't work.
For now I'll use it as is, it's ultra fast and finds everything, but too bad that I'm missing on potentially amazing features since many years it has been going forward.