You could add Alfred to England or a separate Anglo Saxon civ. Yes, Anglo-Saxon England was many smaller kingdoms, not one united kingdom. Alfred actuallyplayed a significant role in bringing England towards unification (taking the title 'king of the Anglo-Saxons'), with Athelstan becoming king of England just a couple of decades after his rule. England was therefore united well before the Norman conquest. It is true, usually study of English history is started at the Normans, as that is a clear cut-off point separating it from earlier Anglo-Saxon history. But English history is clearly a continuation of Anglo-Saxon history, so to say that Alfred isn't a part of English history isn't really accurate. If Alfred is not suitable as an English alt on the basis he was ruler of Wessex, then Frederick the Great and Bismarck would be unsuitable as leaders of Germany. Similarly, Seondok only ruled one of three Korean kingdoms. Neither of the Civ 6 Greece leaders were close to ruling a united Greece (with Gorgo not really a leader at all).
Having said that, having a separate Anglo-Saxon civ to represent centuries of distinct Anglo-Saxon history makes a lot of sense, and for sure the Normans had a large impact, changing England significantly. So, whilst I don't think Alfred leading England is as strange as you might think, clearly having him lead the Anglo-Saxons would make more sense.
As for William the conqueror, I would suggest William as a leader of England goes against precedent in the Civ games. As an example, even though Kublai Khan's dominions were primarily in China, and that is where he moved his capital following his conquest, he has only appeared as a leader of the Mongols in the Civ series. William was culturally French, and a ruler of Normandy before he conquered England. He is best remembered for his conquest of England, achieved of course with a Norman army. Similarly I would argue that King Cnut/Canute would be more suitable as leader of Denmark than as leader of England.