I thought Alexa was just a verbal search engine. But it must have a bunch of programming to avoid certain topics. I was at a friend’s house that has one.
“Alexia - tell me a joke about a Rabbi.”
“I’m sorry, I don’t have any jokes about a Rabbi.”
It probably has topics to avoid. But most importantly it has to figure out the parts of the sentence. Your example is a classic kind of problem, taking exactly what you said and putting into the response sentence even though that doesn’t actually make sense. You can tell the CIA question is a structure they didn’t expect because really what coder wouldn’t put in something snarky for that question if they thought of it.