The covalent halides are formed by

Halides of alkaline earth metals are ionic except Be. The polarising power of beryllium is high and the polarisability of halides is also high so beryllium essentially pulls the donated electrons back so they are effectively shared.
Beryllium is a small atom and forms a +2 charge so it has a high charge density making it easier for it to pull the electrons away from the halide despite its high EN value.