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One workaround that I've found for this missing feature is to use a Shortcuts workflow (I seem to have a different one that I'm not sure where I got it, but there's an official one here: https://github.com/alfredapp/shortcuts-workflow#readme) and just make a Shortcut for any scene you want to set with Alfred.
 
(It would still be great to have direct HomeKit support, don't get me wrong, but this really hits the 80/20 for me.)