What you were doing when the issue happened: I want to open found contacts in the OSX Contacts.app, therefore I have the checkbox 'Open Contact in Alfred' unchecked. I type the name of a contact and the default action says ''Open in OSX Contacts". When I hit return, the contact gets only selected in contacts.app when the app is running and hidden / minimized. As the contacts.app's default behaviour on hitting it's close button is not to hide or minimize it but to close it, the action just doesn't do what it says.
Whether you were able to replicate it: Yes. Always.
Include any screenshots that might help us: None.
Include the version and build number from Alfred's About preferences: Newest 2.0.3 (187)
Include the version of OS X you are currently using and any customisation that may be relevant: OS X 10.8.3, Macbook Pro Retina 15'' with 16GB RAM; German Keyboard + Language set, the contacts.app on german is called "Kontakte.app", maybe this is the issue. Also I got cobook.app installed, which is another contacts manager, but in fact the bug's not gone when cobook is closed.