Sorry for the late reply, I was an idiot and assumed I got auto-subscribed to this topic.
I haven't, but I will. It definitely does seem like Adobe is the one doing something odd, but I posted here because a) I'm almost certain Adobe won't be as responsive as you, and being able to deal with odd software could only make Alfred better. Even if Adobe fixes it, whatever they were/are doing that causes the problem could still be done by somebody else.
I haven't installed it, but supposedly there is one window manager that does work with Photoshop, slate. Maybe there's a hint as to why in its code - it's open-source.
Another hint may be that Photoshop seems to treat its tabs as windows, and the over-arching window as not a window - Cmd-w closes tabs, but won't close the window. Also, I read that older versions of photoshop didn't even have a main menu, that the tools were all in floating toolbars. Maybe the main window still uses some sort of mode intended for floating toolbars?