That fixed it. There were two entries in the Login items list - Alfred Preferences and Alfred 4. I took both out, did a reboot, manually started Alfred and the General Preferences Startup option is all good.
Thank-you!
I'm on version 4.3.4 (but saw this with the previous version). In General Preferences, the "Launch Alfred at login option" is checked, but greyed out. There is a never-ending spinner to the left of the word "Startup", and I have to manually start Alfred after a restart.