you’re probably using UEFI not BIOS, so it uses a different path.
you could do:
sudo grub2-mkconfig -o /boot/efi/EFI/almalinux/grub.cfg
but you’d be better off using grubby, like so (substituting your own args):
sudo grubby --args="audit=1 selinux=1" --update-kernel=ALL
then you don’t even have to edit /etc/default/grub or run grub2-mkconfig and it figures out the correct grub.cfg path.
have a look at grubby --help