The Alignment property is used for the column values, not for the column header. You can access the native column with the following code, and set the alignment there:
I figured I'd use this old post. How can I set the alignment of a checkbox in a cell? The checkbox shows up when I use Values.Add.BooleanValue := True;
We have investigated this here and have applied a content alignment property at column level and the appriopriate event for further customization. The next version will allow you to set checkboxes centered with the columns CellContentAlignment property.