diff --git a/src/glum/_glm.py b/src/glum/_glm.py
index e5f0fcde..eea1c477 100644
--- a/src/glum/_glm.py
+++ b/src/glum/_glm.py
@@ -890,9 +890,9 @@ def _convert_from_pandas(
                 df,
                 self.feature_dtypes_,
                 getattr(self, "has_missing_category_", {}),
-                getattr(self, "cat_missing_method", "fail"),
+                cat_missing_method_after_alignment,
             )
-            if getattr(self, "cat_missing_method", "fail") == "convert":
+            if cat_missing_method_after_alignment == "convert":
                 df = _add_missing_categories(
                     df=df,
                     dtypes=self.feature_dtypes_,