One of those reasons is that when I address Alexa, the closest device tends to be the one that responds. Makes sense for something that has to listen for a key word.
Now, by contrast there is Siri. I can raise my watch to my face and address Siri with some request. But instead of processing this, my phone or tablet across room takes over and of course can’t here a damned thing that I’m saying. I’ve experienced this with my phone and tablet enough to know a work around for that is to put your phone screen down as a STFU indicator, because obviously the device the user is interacting with isn’t the one the user obviously wants to use by default.
Or, you know, just do the sane thing, Apple. It’s not rocket science.