Yeah, I've never seen such a message, but I don't use Alexa to control anything in my home. But it does sound like that could be it. I've never seen a Roku message of any kind with that wording, so it would seem likely it's coming from an external source. In fact, if it is Alexa, it's likely doing it at the TV level and Roku has nothing to do with it.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution." If you appreciate my answer, maybe give me a Kudo.