Alonso has played 13 games out of 19 this season and although not all the goals conceded from set pieces are necessarily his fault, the stats don't look great when he's playing compared to when he's not playing.
In the 13 games he played, we conceded 9 goals from those situations (5 free kicks/corners; 3 direct free kicks and 1 penalty) - and if you remember, he made our issues in this situation worse in that home game against Ajax.
In the 6 games he didn't play, we conceded only 3 goals (1 corner, 2 penalties).