As are ships. But we still often say she.

I think using pronouns reserved for humans on a ship (engineered mass of wood/metal that doesn't spy on you and you can own) is more acceptable than using it on a company (which spies on you, is not something you own, etc).

Good luck lecturing people what to call things...

You must not have been anywhere near the tech community for, oh, the last five years or so... :-)

Alexa is a service, accessed [via an app] through devices. I have it on my phone and on an Amazon FireTV stick.

It's a matter of taste whether to apply a gendered pronoun to an object. Some people refer to their car as she or he.

Clearly from Amazon's pov it's a marketing thing, but I think you'll be aiming against a rather vicious current of you refuse to use gendered pronouns for tech that we interact with in a human manner.