I can see why some people believe that Alfred was imagining or day-dreaming about Bruce being in the cafe at the end of the movie but why would he picture him sitting there with Selina? Alfred was only briefly informed in the bat cave of who she was and her actions. There was nothing mentioned to lead Alfred to view her as anything more than a person of interest never mind a love interest. If Bruce were actually dead wouldn't Alfred picture the most ideal pairing of Bruce and Rachael?
Also, I believe that all those closest to Bruce initially believed him to be dead but then on finding all the various clues, the repaired bat-signal, directions to the cave etc. BEING ALIVE IN THE CAFE (seriously) it shows that Bruce wants them to know that he hasn't abandoned them or Gotham but that he is unsure of whether he should be the one to resume the mantle.