Right now The Batman’s Grave is the only ongoing Batman series featuring Alfred (and is widely, rightfully praised for its excellent dynamics between Alfred and Bruce). The reason for his presence is unexplored. It’s unspokenly understood that this series is set in an independent continuity, or perhaps before Alfred was killed in City of Bane.
But here’s the thing: every issue of Batman’s Grave is about Batman imagining himself in the shoes of a murder victim, solving a crime from their perspective. We have yet to see Alfred interacting in this series with anyone other than Batman.
So what if, like the victims in each issue, Alfred himself is being imagined by Batman? That by issue 12, we pull back to reveal that he was never really there — that Batman is just filling in his absence with what he thinks he might say? This might explain why Alfred’s come across as even more cynical and critical of Batman’s methods than usual: it’s actually a manifestation of Batman’s own self-criticism.